The Taylor property in non-negative bilinear models

zbMath1369.62227arXiv1401.6349MaRDI QIDQ5357845

C. M. Martins, Nazaré Mendes Lopes, Esmeralda Gonçalves

Publication date: 18 September 2017

Full work available at URL: https://arxiv.org/abs/1401.6349

zbMATH Keywords

stationaritynonlinear time seriesbilinear modelsTaylor property

Mathematics Subject Classification ID

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

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