On the Structure of Third Order Moment and Identification of Bilinear Time Series Model

DOI10.1177/0008068319880305zbMATH Open0682.62062OpenAlexW2734883244MaRDI QIDQ4732005

Author name not available (Why is that?)

Publication date: 1988

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319880305

zbMATH Keywords

diagonal modelexplicit expressions of third order momentidentification of bilinear time series models

Mathematics Subject Classification ID

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

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ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES

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