On the Structure of Third Order Moment and Identification of Bilinear Time Series Model
1988 ◽
Vol 37
(3-4)
◽
pp. 193-200
◽
Keyword(s):
Kumar(l986) has proposed the criterion of third order moment for the identification of bilinear time series model and discussed its properties with respect to a simple bilinear model, In this paper, we have derived the explicit expressions of third order moment with respect to two terms diagonal model and discussed their properties in identifying the structure of a diagonal model.
1988 ◽
Vol 9
(1)
◽
pp. 11-20
◽
2011 ◽
Vol 3
(9)
◽
pp. 562-566
Keyword(s):
2017 ◽
Vol 6
(10)
◽
Keyword(s):
2021 ◽
Vol 1941
(1)
◽
pp. 012073