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Some remarks on bilinear time series models

 

作者: G. Wittwer,  

 

期刊: Statistics  （Taylor Available online 1989）
卷期: Volume 20, issue 4  

页码: 521-529

 

ISSN:0233-1888

 

年代: 1989

 

DOI:10.1080/02331888908802201

 

出版商: Akademie-Verlag

 

关键词: Bilinear model;MARKOVIAN representation;invertibility;M-estiamtor;least-square estimator;consistency

 

数据来源: Taylor

 

摘要:

In the paper a condition for invertibility of a special bilinear model is derived. We also consider M-estimators of the parameters and prove teir consistence.

 

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