| dc.contributor | 應數系 | |
| dc.creator (作者) | 吳柏林 | |
| dc.creator (作者) | Wu, Berlin | |
| dc.creator (作者) | Shih, Neng-Hui | |
| dc.date (日期) | 1992 | |
| dc.date.accessioned | 25-Sep-2018 16:17:14 (UTC+8) | - |
| dc.date.available | 25-Sep-2018 16:17:14 (UTC+8) | - |
| dc.date.issued (上傳時間) | 25-Sep-2018 16:17:14 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/120117 | - |
| dc.description.abstract (摘要) | In recent years there has been a growing interest in studying bilinear time series models. However, there are difficult problems related to the order identification of these models. In this paper, we consider the bilinear time series models and propose some methods of order identification based on the structure of autocovarance of and the third-order-automoment of {X t}. Decision rules as well as simulated bilinear time series are compared. An advantage of our methods is its simplicity of implementation. | en_US |
| dc.format.extent | 125 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | Journal of Statistical Computation and Simulation, Volume 43, Issue 3-4 , Pages 129-161 | |
| dc.subject (關鍵詞) | Identification; autocovarance; diagonal; superdiagonal and subdiagonal bilinear models; third-order-automoments | |
| dc.title (題名) | On the identification problem for bilinear time series models | |
| dc.type (資料類型) | article | |
| dc.identifier.doi (DOI) | 10.1080/00949659208811435 | |
| dc.doi.uri (DOI) | https://doi.org/10.1080/00949659208811435 | |
