On the Structure of Third Order Moment and Identification of Bilinear Time Series Model

DOI10.1177/0008068319880305zbMATH Open0682.62062OpenAlexW2734883244MaRDI QIDQ4732005FDOQ4732005

Authors:

Publication date: 1988

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319880305

Recommendations

• ON THE IDENTIFICATION OF SOME BILINEAR TIME SERIES MODELS
• ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES
• On the identification problem for bilinear time series models
• scientific article; zbMATH DE number 1292121
• scientific article; zbMATH DE number 4041106

zbMATH Keywords

diagonal modelexplicit expressions of third order momentidentification of bilinear time series models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (4)

• ON THE IDENTIFICATION OF SOME BILINEAR TIME SERIES MODELS
• Title not available (Why is that?)
• ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES
• Identification of a mixed linear-bilinear diagonal time series model

This page was built for publication: On the Structure of Third Order Moment and Identification of Bilinear Time Series Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4732005)