Extremes of bilinear time series models

DOI10.1111/1467-9892.00051zbMath0935.62103OpenAlexW2059085744MaRDI QIDQ4221690

M. Antonia Amaral-Turkman, Feridun Turkman

Publication date: 7 March 1999

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

Full work available at URL: https://doi.org/10.1111/1467-9892.00051

zbMATH Keywords

extremal indexextremesbilinear time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (7)

The sample ACF of a simple bilinear process ⋮ A special integer-valued bilinear time series model with applications ⋮ INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL ⋮ Integer-valued bilinear model with dependent counting series ⋮ Properties of a simple bilinear stochastic model: Estimation and predictability ⋮ Extremes of Volterra series expansions with heavy-tailed innovations ⋮ An integer-valued bilinear time series model via two random operators

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