YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS
S. A. O. Sesay, T. Subba RaoVolume:
9
Year:
1988
Language:
english
Pages:
17
DOI:
10.1111/j.1467-9892.1988.tb00478.x
File:
PDF, 591 KB
english, 1988