On the non-negative first-order exponential bilinear time series model

Please use this identifier to cite or link to this item: http://hdl.handle.net/10773/4431

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DC Field	Value	Language
dc.contributor.author	Pereira, I	pt
dc.contributor.author	Scotto, MG	pt
dc.date.accessioned	2011-11-28T16:06:25Z	-
dc.date.available	2011-11-28T16:06:25Z	-
dc.date.issued	2006	-
dc.identifier.issn	0167-7152	pt
dc.identifier.uri	http://hdl.handle.net/10773/4431	-
dc.description.abstract	In this paper the bilinear model BL(1,0,1,1) driven by exponential distributed innovations is studied in some detail. Conditions under which the model is strictly stationary as well as some properties of the stationary distribution are discussed. Moreover, parameter estimation is also addressed. (C) 2005 Elsevier B.V. All rights reserved.	pt
dc.language.iso	eng	pt
dc.publisher	Elsevier	pt
dc.rights	openAccess	por
dc.subject	bilinear processes	pt
dc.subject	tail index	pt
dc.subject	Whittle criterion	pt
dc.subject	Bayesian estimation	pt
dc.title	On the non-negative first-order exponential bilinear time series model	pt
dc.type	article	pt
dc.peerreviewed	yes	pt
ua.distribution	international	pt
degois.publication.firstPage	931	pt
degois.publication.issue	9	-
degois.publication.issue	9	pt
degois.publication.lastPage	938	pt
degois.publication.title	STATISTICS & PROBABILITY LETTERS	pt
degois.publication.volume	76	pt
dc.relation.publisherversion	http://www.sciencedirect.com/science/article/pii/S0167715205004098	*
Appears in Collections:	DMat - Artigos

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