On periodic time-varying bilinear processes: structure and asymptotic inference
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DOI: 10.1007/s10260-015-0344-5
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References listed on IDEAS
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- Rajae Azrak & Guy Mélard, 2022. "Autoregressive Models with Time-Dependent Coefficients—A Comparison between Several Approaches," Stats, MDPI, vol. 5(3), pages 1-21, August.
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Keywords
Periodic bilinear model; Strict and second-order periodic stationarity; Minimum distance estimator; Consistency; Asymptotic normality;All these keywords.
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