Yule–Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10260-008-0110-z.pdf
Reference20 articles.
1. Akamanam SI, Rao BM, Subramanyam K (1986) On the ergodicity of bilinear time series models. J Time Ser Anal 7: 157–163
2. Basawa IV, Lund RB (2001) Large sample properties of parameter estimates for periodic ARMA models. J Time Ser Anal 22: 651–663
3. Bibi A (2003) On the covariance structure of time-varying bilinear models. Stoch Anal Appl 21: 25–60
4. Bibi A, Gautier A (2006) Propriétés dans L 2 et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques. Can J Stat 34(1): 131–148
5. Bibi A, Oyet AJ (2004) Estimation of some bilinear time series models with time-varying coefficients. Stoch Anal Appl 22: 355–376
Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends;Stochastics;2023-06-27
2. On an independent-switching periodic autoregressive conditional duration;Discrete and Continuous Dynamical Systems - S;2023
3. Limiting Distribution of the Bootstrap Parameter Estimator of a Second Order Autoregressive Model;Journal of Physics: Conference Series;2019-07-01
4. Asymtotic Distribution of the Bootstrap Parameter Estimator for the AR(p) Model;Computational Science and Its Applications – ICCSA 2019;2019
5. QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations;Kybernetika;2018-05-10
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3