Yule–Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
| Year of publication: |
2010
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|---|---|
| Authors: | Bibi, Abdelouahab ; Aknouche, Abdelhakim |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 19.2010, 1, p. 1-30
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| Publisher: |
Springer |
| Subject: | Periodic bilinear processes | Yule–Walker type estimator | Wald statistics | Strong consistency | Asymptotic normality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008590992