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

DOI10.1177/0008068319880305MaRDI QIDQ4732005zbMATH OpenOpenAlexFDO

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

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)

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(4)

• ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES
• ON THE IDENTIFICATION OF SOME BILINEAR TIME SERIES MODELS
• Identification of a mixed linear-bilinear diagonal time series model
• scientific article; zbMATH DE number 1396192 (Why is no real title available?)

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