On the identification problem for bilinear time series models

DOI10.1080/00949659208811435zbMath0836.62061OpenAlexW2025312756MaRDI QIDQ4857319

Berlin Wu, Neng-Hui Shih

Publication date: 6 May 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659208811435

zbMATH Keywords

diagonalautocovarianceorder identificationbilinear time series modelssuperdiagonalsubdiagonalthird-order-automoment

Mathematics Subject Classification ID

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

Related Items (4)

Model-free forecasting for nonlinear time series (with application to exchange rates) ⋮ On the selection of subset bilinear time series models: a genetic algorithm approach ⋮ Identification environment and robust forecasting for nonlinear time series ⋮ Pattern recognition and classification in time series analysis

Cites Work

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• J. R. Wolf and the Zürich sunspot relative numbers
• A note on bilinear time series models
• Stationarity and invertibility of simple bilinear models
• Volterra series and geometric control theory
• Bilinear control processes. With applications to engineering, ecology, and medicine
• 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 general bilinear time series model

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