Publications
View All(Bi)spectral analysis of Markov switching bilinear time series
Abstract We derive matrix expressions in closed form for the higher-order moments, the autocovariance function and the spectral and bispectral densities of Markov switching bili...
Affiliated Researchers
Institution Info
- Type
- education
- Country
- DZ
- Publications
- 3
- Citations
- 246
External Links
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- ROR
- https://ror.org/03sf55932