Parameter Estimation and Subset Selection for Separable lower Triangular Bilinear Models
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Publication:5467625
DOI10.1111/j.1467-9892.2005.00421.xzbMath1091.62091OpenAlexW2135796256MaRDI QIDQ5467625
Publication date: 24 May 2006
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00421.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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Cites Work
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- An introduction to bispectral analysis and bilinear time series models
- Nonlinear time series. Nonparametric and parametric methods
- DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1)
- Theory of Bilinear Time Series Models
- ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES
- Separable lower triangular bilinear model
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