Asymptotic properties for the first-order bilinear time series model

DOI10.1080/03610929008830255zbMath0900.62460OpenAlexW2121989308MaRDI QIDQ3135300

Won Kyung Kim, L. Billard

Publication date: 17 October 1993

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

Full work available at URL: https://doi.org/10.1080/03610929008830255

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items

Estimation of Some Bilinear Time Series Models with Time Varying Coefficients ⋮ INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL ⋮ Minimum distance estimation of Markov-switching bilinear processes ⋮ A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION ⋮ Robust estimation of bilinear time series models ⋮ On the non-negative first-order exponential bilinear time series model ⋮ Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models

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