A simple integer-valued bilinear time series model

DOI10.1239/aap/1151337085zbMath1096.62082OpenAlexW2018684552MaRDI QIDQ5480013

Paul Doukhan, Driss Oraichi, Alain Latour

Publication date: 25 July 2006

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1151337085

zbMATH Keywords

central limit theorembilinear modelinteger-valued process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Stationary stochastic processes (60G10)

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Uses Software

• bootstrap

Cites Work

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