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

Martins, C.M.

Portugaliae Mathematica (1999)

  • Volume: 56, Issue: 1, page 115-125
  • ISSN: 0032-5155

How to cite

top

Martins, C.M.. "A note on the third-order moment structure of bilinear model with non-independent shocks.." Portugaliae Mathematica 56.1 (1999): 115-125. <http://eudml.org/doc/48268>.

@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 -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.