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Applications in bilinear time series models subset



This paper is an account of some discussions and concepts on bilinear time series models with coefficients under a time varying and continuous framework, these models gave a satisfying solution to practical problems in the finance, many of theoretical developments in finance have found immediate applications in finance market. In this paper we will address the estimation of a class of bilinear time series models where the coefficients of the model will be time varying and continuous functions, and our interest based for how use the observations of bilinear process to construct some methods for estimation and we complete this study with numerical illustrations.


Bilinear models; estimation; maximum likelihood estimation; least squares approach

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