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The Yule-Walker type difference equations and the moment estimation method for lower sub-diagonal bilinear models - MaRDI portal

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The Yule-Walker type difference equations and the moment estimation method for lower sub-diagonal bilinear models (Q2916409)

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scientific article; zbMATH DE number 6090943
Language Label Description Also known as
English
The Yule-Walker type difference equations and the moment estimation method for lower sub-diagonal bilinear models
scientific article; zbMATH DE number 6090943

    Statements

    author
    Jiankang Pan
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    publication date
    5 October 2012
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    zbMATH Keywords
    auto-covariance
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    third-order cumulants
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    Yule-Walker equations
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    moment estimation method
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    difference equations
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    time series analysis
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    lower subdiagonal bilinear model
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    title
    The Yule-Walker type difference equations and the moment estimation method for lower sub-diagonal bilinear models (English)
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    Identifiers

    Mathematics Subject Classification ID
    39A20
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    62M10
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    39A12
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    zbMATH DE Number
    6090943
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