The sample ACF of a simple bilinear process
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- Davis, Richard & Resnick, Sidney, 1985. "More limit theory for the sample correlation function of moving averages," Stochastic Processes and their Applications, Elsevier, vol. 20(2), pages 257-279, September.
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- Aknouche, Abdelhakim & Guerbyenne, Hafida, 2009. "Periodic stationarity of random coefficient periodic autoregressions," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 990-996, April.
- Sakineh Ramezani & Mehrnaz Mohammadpour, 2022. "Integer-valued Bilinear Model with Dependent Counting Series," Methodology and Computing in Applied Probability, Springer, vol. 24(1), pages 321-343, March.
- Abdelhakim Aknouche & Nadia Rabehi, 2010. "On an independent and identically distributed mixture bilinear time‐series model," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(2), pages 113-131, March.
- Pereira, I. & Scotto, M.G., 2006. "On the non-negative first-order exponential bilinear time series model," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 931-938, May.
- Shiqing Ling & Liang Peng & Fukang Zhu, 2015. "Inference For A Special Bilinear Time-Series Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(1), pages 61-66, January.
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Keywords
Sample autocorrelation Sample autocovariance Heavy tails Infinite variance Stable distribution Convergence of point processes Mixing condition Stochastic recurrence equation Bilinear process;Statistics
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