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  • Search: subject:"Periodic bilinear processes"
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Periodic bilinear processes 2 Asymptotic normality 1 Bilinear processes 1 Periodic models 1 Strong consistency 1 Wald statistics 1 Yule–Walker type estimator 1
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Undetermined 2
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Article 2
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Undetermined 2
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Bibi, Abdelouahab 2 Aknouche, Abdelhakim 1 Lescheb, Ines 1
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Economics Letters 1 Statistical Methods and Applications 1
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RePEc 2
Showing 1 - 2 of 2
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On general periodic time-varying bilinear processes
Bibi, Abdelouahab; Lescheb, Ines - In: Economics Letters 114 (2012) 3, pp. 353-357
We study in this note the class of bilinear processes with periodic time-varying coefficients. We give necessary and sufficient conditions ensuring the existence of strict and second order stationary solutions (in periodic sense) and for the existence of higher order moments. The given...
Persistent link: https://www.econbiz.de/10010572233
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Yule–Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
Bibi, Abdelouahab; Aknouche, Abdelhakim - In: Statistical Methods and Applications 19 (2010) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10008590992
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