An introduction to bispectral analysis and bilinear time series models

zbMath0543.62074MaRDI QIDQ796233

Publication date: 1984

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

prediction existence theorems Gaussianity invertibility stationarity density estimation linearity bispectra tests Fortran programs spectral window bilinear time-series models fitting subset bilinear models lag windows Markovian representations Volterra series expansion

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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