A note on the estimation of the parameters of the diagonal bilinear model by the method of least squares
证明了任意阶对角双线性模型的最小二乘估计的强相合性,并讨论了模型的拟最小马尔可夫表示以及非线性模型可逆性的新进展。
The strong consistency of the least squares estimates for some diagonal bilinear model of arbitrary order is obtained. The quasiminimal Markovian representation of the models is considered and developments on the notion of invertibility in the case of non-linear models are given.