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

Author:

Bibi Abdelouahab,Gautier Antony

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference27 articles.

1. On the ergodicity of bilinear time series models;Akamanam;Journal of Time Series Analysis,1986

2. Large sample properties of parameter estimates for periodic ARMA models;Basawa;Journal of Time Series Analysis,2001

3. Stationnante et identification d'un processus bilinéaire strictement superdiagonal;Berlinet;Statistique et analyse des données,1990

4. On the covariance structure of time-varying bilinear models;Bibi;Stochastic Analysis and Applications,2003

5. Estimation of some bilinear time series models with time-varying coefficients;Bibi;Stochastic Analysis and Applications,2004

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1. Stability analysis of the first-order periodic autoregressive diagonal bilinear model;Random Operators and Stochastic Equations;2014-01-01

2. Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models;Journal of Time Series Analysis;2011-03-28

3. CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATORS FOR PERIODIC BILINEAR MODELS;Bulletin of the Korean Mathematical Society;2010-09-30

4. Periodic stationarity of random coefficient periodic autoregressions;Statistics & Probability Letters;2009-04

5. On stationarity and -mixing of periodic bilinear processes;Statistics & Probability Letters;2009-01

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