ON THE IDENTIFICATION OF SOME BILINEAR TIME SERIES MODELS
作者： Kuldeep Kumar
DOI: 10.1111/J.1467-9892.1986.TB00489.X
关键词:
摘要: . In their book on bilinear time series models Granger and Andersen (1978, p. 43) dismiss the use of third order moments for identifying grounds that some they will all be zero hence are no in discriminating between true white noise models. However, this paper it is shown do not vanish superdiagonal diagonal pattern non can used to discriminate these also different Simulation experiments study applicability theoretical results.
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