Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (Q257479)

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scientific article; zbMATH DE number 6557216
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Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
scientific article; zbMATH DE number 6557216

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    Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (English)
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    17 March 2016
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    periodic bilinear processes
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    Yule-Walker type estimator
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    Wald statistics
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    strong consistency
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    asymptotic normality
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