Pages that link to "Item:Q257479"

The following pages link to Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (Q257479):

Displaying 8 items.

• On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
• A note on the asymptotic covariance matrix of the Yule-Walker estimator (Q1263209) (← links)
• The Yule-Walker type difference equations and the moment estimation method for lower sub-diagonal bilinear models (Q2916409) (← links)
• Minimum distance estimation of Markov-switching bilinear processes (Q2953974) (← links)
• CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATORS FOR PERIODIC BILINEAR MODELS (Q3162996) (← links)
• QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
• Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes (Q5077480) (← links)
• On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)