Moment method estimation of first-order continuous-time bilinear processes

DOI10.1080/03610918.2017.1406507OpenAlexW2789250611MaRDI QIDQ5085917

Fateh Merahi, Abdelouahab Bibi

Publication date: 30 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1406507

zbMATH Keywords

consistencyasymptotic normalitycontinuous-time bilinear processesquadratic processes

Mathematics Subject Classification ID

Convergence and divergence of series and sequences (40A05) Approximation to limiting values (summation of series, etc.) (40A25) Singular nonlinear integral equations (45G05)

Related Items (1)

Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes

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