A note on the third-order moment structure of bilinear model with non-independent shocks.

@article{Martins1999,
author = {Martins, C.M.},
journal = {Portugaliae Mathematica},
keywords = {bilinear models; conditional expectation; ergodicity; stationarity; third-order moments},
language = {eng},
number = {1},
pages = {115-125},
publisher = {Sociedade Portuguesa de Matematica},
title = {A note on the third-order moment structure of bilinear model with non-independent shocks.},
url = {http://eudml.org/doc/48268},
volume = {56},
year = {1999},
}

TY - JOUR
AU - Martins, C.M.
TI - A note on the third-order moment structure of bilinear model with non-independent shocks.
JO - Portugaliae Mathematica
PY - 1999
PB - Sociedade Portuguesa de Matematica
VL - 56
IS - 1
SP - 115
EP - 125
LA - eng
KW - bilinear models; conditional expectation; ergodicity; stationarity; third-order moments
UR - http://eudml.org/doc/48268
ER -