Covariance analysis of the squares of the purely diagonal bilinear time series models

DOI10.1214/09-BJPS111zbMath1298.62151OpenAlexW2027002469MaRDI QIDQ468017

Ohakwe Johnson, Iheanyi S. Iwueze

Publication date: 5 November 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1291387775

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS
• A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
• ON THE ERGODICITY OF BILINEAR TIME SERIES MODELS
• ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES