Propriétés dans L2et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques

DOI10.1002/cjs.5550340110zbMath1095.62106OpenAlexW2091224313MaRDI QIDQ5476455

Antony Gautier, Abdelouahab Bibi

Publication date: 14 July 2006

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550340110

zbMATH Keywords

tablesconsistencyasymptotic normalitycausalityinvertibilitytimes serieshigher order momentsmoments estimationperiodic bilinear models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

Evolutionary transfer functions of bilinear processes with time-varying coefficients ⋮ On stationarity and \(\beta \)-mixing of periodic bilinear processes ⋮ Periodic stationarity of random coefficient periodic autoregressions ⋮ Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models ⋮ Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality

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