Pages that link to "Item:Q3774777"
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The following pages link to ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES (Q3774777):
Displaying 17 items.
- When the bispectrum is real-valued (Q464455) (← links)
- Covariance analysis of the squares of the purely diagonal bilinear time series models (Q468017) (← links)
- Asymptotic properties for the first-order bilinear time series model (Q3135300) (← links)
- DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1) (Q3200426) (← links)
- ON THE IDENTIFICATION OF SOME BILINEAR TIME SERIES MODELS (Q3719674) (← links)
- YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS (Q3821444) (← links)
- The exact bispectra for bilinear realizable processes with hermite degree 2 (Q3981877) (← links)
- Recursive estimation of bilinear time series models (Q4202735) (← links)
- Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
- Robust estimation of bilinear time series models (Q4383745) (← links)
- Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(<b><i>p</i></b>, 0, 1) Random Errors (Q4434425) (← links)
- A new direct approach of computing multi-step ahead predictions for non-linear models (Q4450432) (← links)
- Trispectrum deconvolution of linear processes with randomly missing observations (Q4787941) (← links)
- On the identification problem for bilinear time series models (Q4857319) (← links)
- Parameter Estimation and Subset Selection for Separable lower Triangular Bilinear Models (Q5467625) (← links)
- Quadratic prediction of time series via auto-cumulants (Q6123497) (← links)
- Spectral representation of Markov-switching bilinear processes (Q6566510) (← links)
