scientific article; zbMATH DE number 841455

zbMATH Open0840.62083MaRDI QIDQ4863394FDOQ4863394

Authors: Thorsten Grahn 

Publication date: 4 February 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

nonlinear time seriessimulationsfinite sample behaviourconditional covariance structurebilinear time seriesAR(p) processnew methodAR residualsconditional least squares approachestimation of bilinear modelsstandardized bilinear time seriessuperdiagonal bilinear time series

Mathematics Subject Classification ID

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

Cited In (10)

• FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS
• Maximum likelihood estimation in space time bilinear models
• The LASSO method for bilinear time series models
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• Hellinger distance estimation of general bilinear time series models
• Frequency-domain estimation of continuous-time bilinear processes
• J. of time series anal.
• A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION
• A new parametric test for time series

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