1 |
A. Bibi, On the covariance structure of time varying bilinear models, Stochastic Anal. Appl. 21 (2003), no. 1, 25-60.
DOI
ScienceOn
|
2 |
A. Bibi and A. Aknouche, Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality, Stat. Methods Appl. 19 (2010), 1-30.
DOI
|
3 |
A. Bibi and A. Gautier, Proprietes dans et estimation des processus purement bilineaires et strictement superdiagonaux a coefficients periodiques, Canad. J. Statist. 34 (2006), no. 1, 131-148.
DOI
ScienceOn
|
4 |
A. Bibi and A. J. Oyet, Estimation of some bilinear time series models with time varying coefficients, Stochastic Anal. Appl. 22 (2004), no. 2, 355-376.
DOI
ScienceOn
|
5 |
P. J. Brockwell and R. A. Davis, Introduction to Time Series and Forecasting, Springer-Verlag, New York, 1996.
|
6 |
C. Francq, ARMA models with bilinear innovations, Comm. Statist. Stochastic Models 15 (1999), no. 1, 29-52.
DOI
ScienceOn
|
7 |
A. Gautier, Asymptotic inefficiency of mean-correction on parameter estimation for a periodic first-order autoregressive model, Comm. Statist. Theory Methods 35 (2006), no. 10-12, 2083-2106.
DOI
ScienceOn
|
8 |
A. Hall, Generalized Method of Moments, Oxford University Press, Oxford, 2005.
|
9 |
W. K. Newey and D. McFadden, Large sample estimation and hypothesis testing, Handbook of econometrics, Vol. IV, 2111-2245, Handbooks in Econom., 2, North-Holland, Amsterdam, 1994.
|