Propriétés dans L2et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques

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Cites work

A note on causality and invertibility of a general bilinear time series model
A TEST FOR LINEARITY OF STATIONARY TIME SERIES
Arma models with bilinear innovations
Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach
Diagnostic Checking in ARMA Models With Uncorrelated Errors
Estimation of Some Bilinear Time Series Models with Time Varying Coefficients
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scientific article; zbMATH DE number 1066381 (Why is no real title available?)
scientific article; zbMATH DE number 194951 (Why is no real title available?)
scientific article; zbMATH DE number 3335601 (Why is no real title available?)
scientific article; zbMATH DE number 3336457 (Why is no real title available?)
Large Sample Properties of Generalized Method of Moments Estimators
Large sample properties of parameter estimates for periodic ARMA models
MULTIPLE BILINEAR TIME SERIES MODELS
On the Covariance Structure of Time Varying Bilinear Models
ON THE ERGODICITY OF BILINEAR TIME SERIES MODELS
ON THE EXISTENCE OF A GENERAL MULTIPLE BILINEAR TIME SERIES
On the general bilinear time series model
Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
Time series: theory and methods.

Cited in

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Periodic stationarity of random coefficient periodic autoregressions
Testing coefficients of AR and bilinear time series models by a graphical approach
Properties of some bilinear models with periodic regime switching
Evolutionary transfer functions of bilinear processes with time-varying coefficients
On stationarity and \(\beta \)-mixing of periodic bilinear processes
Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
Stationarity and asymptotic inference of some periodic bilinear models.
Asymptotic properties of weighted least squares estimation in weak PARMA models
Estimation of Some Bilinear Time Series Models with Time Varying Coefficients
Covariance analysis of the squares of the purely diagonal bilinear time series models
Identification of stable elementary bilinear time-series model

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