QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274)
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scientific article; zbMATH DE number 6890427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations |
scientific article; zbMATH DE number 6890427 |
Statements
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (English)
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15 June 2018
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periodic bilinear model
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periodic ARMA model
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strict and second-order periodic stationarity
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strong consistency
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asymptotic normality
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