Add to ORKGA integer-valued bilinear type model is proposed. It can take positive as well as negative values. The existence of the process is established in Lm. In fact, this process is the unique causal solution to an equation that is similar to a classical bilinear type model equation. For the estimation of the parameters, we suggest a quasi-maximum likelihood approach. The estimator is strongly consistent and asymptotically normal
In the present note we study the threshold first-order bilinear model X(t) = aX(t - 1) + (b(1) 1({x(...
Recently, attention has been focused on the class of bilinear systems, both for its applicative inte...
Bilinear model driven by ARCH (1) noises is proposed. Existence, uniqueness and form of stationary s...
A integer-valued bilinear type model is proposed. It can take positive as well as negative values. T...
In this paper, we extend the integer-valued model class to give a nonnegative integer-valued bilinea...
International audienceWith the aim of generalizing a bilinear type counting model, we redefine a mor...
Summary. This note reconsiders the nonnegative integer-valued bilinear processes introduced by Doukh...
Invited by Pr Konstantinos FokianosInternational audienceEconometric time series model can be define...
Abstract. It is well known that estimating bilinear models is quite challenging. Many different idea...
This paper addresses the problem of estimating the parameters in a multivariable bilinear model on t...
Bilinear model driven by ARCH (1) noises is proposed. Existence, uniqueness and form of stationary s...
In this note, a sufficient condition is given for the existence and uniqueness of a stable causal so...
Abstract — This paper addresses the problem of estimating the parameters in a multivariable bilinear...
In the present note we study the threshold first-order bilinear model X(t) = aX(t - 1) + (b(1) 1({x(...
Recently, attention has been focused on the class of bilinear systems, both for its applicative inte...
Bilinear model driven by ARCH (1) noises is proposed. Existence, uniqueness and form of stationary s...
A integer-valued bilinear type model is proposed. It can take positive as well as negative values. T...
In this paper, we extend the integer-valued model class to give a nonnegative integer-valued bilinea...
International audienceWith the aim of generalizing a bilinear type counting model, we redefine a mor...
Summary. This note reconsiders the nonnegative integer-valued bilinear processes introduced by Doukh...
Invited by Pr Konstantinos FokianosInternational audienceEconometric time series model can be define...
Abstract. It is well known that estimating bilinear models is quite challenging. Many different idea...
This paper addresses the problem of estimating the parameters in a multivariable bilinear model on t...
Bilinear model driven by ARCH (1) noises is proposed. Existence, uniqueness and form of stationary s...
In this note, a sufficient condition is given for the existence and uniqueness of a stable causal so...
Abstract — This paper addresses the problem of estimating the parameters in a multivariable bilinear...
In the present note we study the threshold first-order bilinear model X(t) = aX(t - 1) + (b(1) 1({x(...
Recently, attention has been focused on the class of bilinear systems, both for its applicative inte...
Bilinear model driven by ARCH (1) noises is proposed. Existence, uniqueness and form of stationary s...