ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES

DOI10.1111/j.1467-9892.1984.tb00385.xzbMath0546.62062OpenAlexW2074131842MaRDI QIDQ3336541

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Publication date: 1984

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1984.tb00385.x

zbMATH Keywords

identificationsimulation resultsautocorrelationsdiagonalbilinear time seriessuperdiagonal and subdiagonal models

Mathematics Subject Classification ID

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

Related Items

A note on the autocorrelations related to a bilinear model with non-independent shocks ⋮ A bivariate integer-valued bilinear autoregressive model with random coefficients ⋮ On the problem of model selection in bilinear time series analyses ⋮ Asymptotic properties for the first-order bilinear time series model

Cites Work

• A note on bilinear time series models
• Stationarity and invertibility of simple bilinear models
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