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• W1714659815 abstract "It is well known that estimating bilinear models is quite challenging. Many different ideas have been proposed to solve this problem. However, there is not a simple way to do inference even for its simple cases. This article proposes a generalized autoregressive conditional heteroskedasticity-type maximum likelihood estimator for estimating the unknown parameters for a special bilinear model. It is shown that the proposed estimator is consistent and asymptotically normal under only finite fourth moment of errors." @default.
• W1714659815 created "2016-06-24" @default.
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• W1714659815 date "2014-09-19" @default.
• W1714659815 modified "2023-09-30" @default.
• W1714659815 title "INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL" @default.
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• W1714659815 doi "https://doi.org/10.1111/jtsa.12092" @default.
• W1714659815 hasPublicationYear "2014" @default.
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