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INFERENCE FOR A SPECIAL BILINEAR TIME‐SERIES MODEL

JOURNAL ARTICLE published January 2015 in Journal of Time Series Analysis

Research funded by National Natural Science Foundation of China (11371168) | National Natural Science Foundation of China (11271155) | National Science Foundation (DMS-1005336) | Hong Kong RGC grants (HKUST641912, 603413 and FSGRF12SC12) | SRFDP grant (20110061110003)

Authors: Shiqing Ling | Liang Peng | Fukang Zhu

Bayes Inference for the Spatial Bilinear Time Series Model with Application to Epidemic Data

JOURNAL ARTICLE published 31 August 2012 in Korean Journal of Applied Statistics

Authors: Sung-Duck Lee | Duk-Ki Kim

A Space‐Time Bilinear Model and its Identification

JOURNAL ARTICLE published November 1998 in Journal of Time Series Analysis

Authors: Yuqing Dai | L. Billard

On an independent and identically distributed mixture bilinear time-series model

JOURNAL ARTICLE published March 2010 in Journal of Time Series Analysis

Authors: Abdelhakim Aknouche | Nadia Rabehi

ESTIMATION FOR THE FIRST‐ORDER DIAGONAL BILINEAR TIME SERIES MODEL

JOURNAL ARTICLE published May 1990 in Journal of Time Series Analysis

Authors: Won Kyung Kim | L. Billard | I. V. Basawa

Hill's estimator for the tail index of an ARMA model

JOURNAL ARTICLE published July 2004 in Journal of Statistical Planning and Inference

Authors: Shiqing Ling | Liang Peng

Identification of stable elementary bilinear time-series model

JOURNAL ARTICLE published 1 December 2016 in Archives of Control Sciences

Authors: Lukasz Malinski

Inference and prediction in a multiple structural break model of economic time series

DISSERTATION published

Authors: Yu Jiang

Bilinear Time Series Models

BOOK CHAPTER published 1984 in An Introduction to Bispectral Analysis and Bilinear Time Series Models

Authors: T. Subba Rao | M. M. Gabr

On stationarity and ergodicity of the bilinear model with applications to GARCH models

JOURNAL ARTICLE published January 2009 in Journal of Time Series Analysis

Authors: Dennis Kristensen

NON‐STATIONARITY AND QUASI‐MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL

JOURNAL ARTICLE published May 2014 in Journal of Time Series Analysis

Research funded by National Natural Science Foundation of China (10990012,10721101) | CAS (2008DP173182) | Hong Kong RGC (HKUST641912,603413)

Authors: Min Chen | Dong Li | Shiqing Ling

Statistical Inference, Estimation and Model Building for Stationary Time Series

BOOK CHAPTER published 2011 in The Foundations of Modern Time Series Analysis

Authors: Terence C. Mills

Fundamental Theory

BOOK CHAPTER published 24 February 2014 in Methods in Brain Connectivity Inference through Multivariate Time Series Analysis

Front Matter

OTHER published 24 February 2014 in Methods in Brain Connectivity Inference through Multivariate Time Series Analysis

Some Contributions to Multivariate Nonlinear Time Series and to Bilinear Models

BOOK CHAPTER published 18 February 1999 in Asymptotics, Nonparametrics, and Time Series

Parameter estimation for a bilinear time series model

PROCEEDINGS ARTICLE published 1991 in [Proceedings] ICASSP 91: 1991 International Conference on Acoustics, Speech, and Signal Processing

Authors: V.J. Mathews | T.K. Moon

QUASI‐LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS

JOURNAL ARTICLE published January 2014 in Journal of Time Series Analysis

Authors: Vasiliki Christou | Konstantinos Fokianos

3 The Multifractal Random Walk model 31

BOOK CHAPTER published in Statistical Inference in Multifractal Random Walk Models for Financial Time Series

Multivariate Time-Series Brain Connectivity

BOOK CHAPTER published 24 February 2014 in Methods in Brain Connectivity Inference through Multivariate Time Series Analysis

Authors: Luiz Baccalá | Koichi Sameshima

The L2 – Structure of Subordinated Solution of Continuous-Time Bilinear Time Series

BOOK CHAPTER published 18 January 2023 in Time Series Analysis - New Insights

Authors: Abdelouahab Bibi