CLS asymptotic variance for a particular relevant bilinear time series model

DOI10.1007/s10260-003-0061-3zbMath1056.62029OpenAlexW2230349WikidataQ126577336 ScholiaQ126577336MaRDI QIDQ1767001

Francesco Giordano, Cosimo Damiano Vitale

Publication date: 3 March 2005

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-003-0061-3

zbMATH Keywords

bilinear modelCLS estimatorsasymptotic estimator distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15)

Related Items (3)

INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL ⋮ Interval estimation for a simple bilinear model ⋮ Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality

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