Novel Insights into Estimation of Bilinear Time Series Models with Exponential and Symmetric Coefficients

被引:0
|
作者
Abu Hammad, Mamon [1 ]
Laiche, Nabil [2 ,3 ]
Alomari, Omar [4 ]
Abuhammad, Huthaifa [5 ]
Alshorm, Shameseddin [1 ]
机构
[1] Al Zaytoonah Univ Jordan, Dept Math, Amman 11733, Jordan
[2] Univ Seville, Dept Math, Seville 41012, Spain
[3] Univ Oum El Bouaghi, Dept Math, Oum El Bouaghi 04000, Algeria
[4] Amer Univ Middle East, Coll Engn & Technol, Egaila 54200, Kuwait
[5] Middle East Univ, Dept Comp Sci, Amman 11831, Jordan
来源
SYMMETRY-BASEL | 2024年 / 16卷 / 04期
关键词
bilinear time series models; Klimko and Nilsen theorem; time-varying coefficients;
D O I
10.3390/sym16040405
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
This paper focuses on the estimation and simulation of a specific subset of bilinear time series models characterized by dynamic exponential coefficients. Employing an exponential framework, we delve into the implications of the exponential function for our estimation process. Our primary aim is to estimate the coefficients of the proposed model using exponential coefficients derived from time-varying parameters. Through this investigation, our goal is to shed light on the asymptotic behaviors of the estimators and scrutinize their existence and probabilistic traits, drawing upon the foundational theorem established by Klimko and Nilsen. The least squares approach is pivotal in both estimating coefficients and analyzing estimator behavior. Moreover, we present a practical application to underscore the real-world implications of our research. By offering concrete examples of applications and simulations, we endeavor to provide readers with a comprehensive understanding of the implications of our work within the realm of time series analysis, specifically focusing on bilinear models and time-varying exponential coefficients. This multifaceted approach underscores the potential impact and practical relevance of our findings, contributing to the advancement of the field of time series analysis. To discern the symmetry characteristics of the model, we estimate it using coefficients that sum to zero and conduct a brief comparative analysis of two bilinear models.
引用
收藏
页数:13
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