A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION (Q4854216)
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scientific article; zbMATH DE number 816034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION |
scientific article; zbMATH DE number 816034 |
Statements
A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION (English)
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14 November 1995
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central limit theorem
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conditional moments
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Gaussian limiting distribution
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Yule-Walker equations
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conditional least squares
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bilinear time series models
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superdiagonal bilinear model
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linear autoregressive moving-average model
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law of the iterated logarithm
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