scientific article; zbMATH DE number 841455

MaRDI QIDQ4863394zbMATH OpenFDO

Authors Thorsten Grahn

Publication date 4 February 1996

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)

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