Open Access Open Access  Restricted Access Subscription or Fee Access

Applications in bilinear time series models subset

Laid GASMI, Nabil LAICHE, Zouaoui CHIKR EL MEZOUAR

Abstract


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.

Keywords


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

Full Text:

PDF


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.