Arma models with bilinear innovations

Christian Francq ()
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Christian Francq: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - GENES - Groupe des Écoles Nationales d'Économie et Statistique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - GENES - Groupe des Écoles Nationales d'Économie et Statistique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique, IP Paris - Institut Polytechnique de Paris

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Date: 1999-01
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Published in Communications in Statistics. Stochastic Models, 1999, 15 (1), pp.29-52. ⟨10.1080/15326349908807524⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05431296

DOI: 10.1080/15326349908807524

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