Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality

DOI10.1007/s10260-008-0110-zzbMath1332.62310OpenAlexW2026929105MaRDI QIDQ257479

Abdelhakim Aknouche, Abdelouahab Bibi

Publication date: 17 March 2016

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

Full work available at URL: https://doi.org/10.1007/s10260-008-0110-z

zbMATH Keywords

asymptotic normalitystrong consistencyperiodic bilinear processesWald statisticsYule-Walker type estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)

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