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Separable lower triangular bilinear model - MaRDI portal

Separable lower triangular bilinear model (Q4819450)

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scientific article; zbMATH DE number 2103358
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English
Separable lower triangular bilinear model
scientific article; zbMATH DE number 2103358

    Statements

    title
    Separable lower triangular bilinear model (English)
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    publication date
    24 September 2004
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    zbMATH Keywords
    time series
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    bilinear model
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    stationarity
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    autocovariance
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    spectral density
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    third-order cumulants
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    bispectral density
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    Yule-Walker equations
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    author
    Hai-Bin Wang
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    Bo-Cheng Wei
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M15
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    60G10
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    zbMATH DE Number
    2103358
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    OpenAlex ID
    W1986691001
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