On the problem of model selection in bilinear time series analyses

DOI10.1080/03610928608829321zbMath0616.62115OpenAlexW1979049995MaRDI QIDQ4725559

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Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829321

zbMATH Keywords

identificationmodel selectionautocorrelation functionautocovariancetesting linearitybilinear time series

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES
• Bilinear systems: An appealing class of "nearly linear" systems in theory and applications

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