On the Structure of Third Order Moment and Identification of Bilinear Time Series Model

Autor:	U. S. Jadhav, D. Ray
Rok vydání:	1988
Předmět:	Moment (mathematics) Third order Identification (information) Simple (abstract algebra) Structure (category theory) Applied mathematics Bilinear interpolation General Medicine Time series Mathematics
Zdroj:	Calcutta Statistical Association Bulletin. 37:193-200
ISSN:	2456-6462 0008-0683
DOI:	10.1177/0008068319880305
Popis:	Kumar(l986) has proposed the criterion of third order moment for the identification of bilinear time series model and discussed its properties with respect to a simple bilinear model, In this paper, we have derived the explicit expressions of third order moment with respect to two terms diagonal model and discussed their properties in identifying the structure of a diagonal model.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::78d42949b40530f2292e7e22d0a3fef5 https://doi.org/10.1177/0008068319880305 Zobrazit plný text záznamu