簡單雙線性時間序列模型參數估計

Abstract

本論文將以具穩定性之簡單雙線性時間序列模型之前三階動差, 以動差法 來估計其參數;並討論統計量的大樣本性質. The aim of this paper is to construct the method of moment estimators of stationary simple bilinear modelsodels with Gaussian errors --- we base on third-ordereoretical moments, and to illustrate the associatedtotic theory of these estimators.