Gonçalves, E.; Martins, C. M.; Mendes-Lopes, N. The Taylor property in bilinear models. (English) Zbl 1369.62227 REVSTAT 13, No. 3, 207-226 (2015). MSC: 62M10 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., REVSTAT 13, No. 3, 207--226 (2015; Zbl 1369.62227) Full Text: arXiv Link
Martins, C. M. Higher order moments of bilinear subdiagonal models with non-independent shocks. (English) Zbl 0938.62100 Ann. I.S.U.P. 43, No. 1, 29-42 (1999). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{C. M. Martins}, Ann. I.S.U.P. 43, No. 1, 29--42 (1999; Zbl 0938.62100)
Martins, C. M. A note on the third-order moment structure of bilinear model with non-independent shocks. (English) Zbl 0923.62098 Port. Math. 56, No. 1, 115-125 (1999). MSC: 62M10 PDFBibTeX XMLCite \textit{C. M. Martins}, Port. Math. 56, No. 1, 115--125 (1999; Zbl 0923.62098) Full Text: EuDML
Martins, C. M. A note on the autocorrelations related to a bilinear model with non-independent shocks. (English) Zbl 0893.62088 Stat. Probab. Lett. 36, No. 3, 245-250 (1997). MSC: 62M10 PDFBibTeX XMLCite \textit{C. M. Martins}, Stat. Probab. Lett. 36, No. 3, 245--250 (1997; Zbl 0893.62088) Full Text: DOI