Periodic integer-valued bilinear time series model

DOI10.1080/03610926.2015.1014107zbMath1360.62091OpenAlexW2326796620MaRDI QIDQ2979591

Mohamed Bentarzi, Wissam Bentarzi

Publication date: 25 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1014107

zbMATH Keywords

periodically correlated integer-valued processperiodic integer-valued diagonal bilinear modelperiodically causal modelstrictly and second moment periodically correlated integer-valued processYule-Walker estimations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

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• A simple integer-valued bilinear time series model
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter