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A note on the autocorrelations related to a bilinear model with non-independent shocks - MaRDI portal

A note on the autocorrelations related to a bilinear model with non-independent shocks (Q1382221)

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scientific article; zbMATH DE number 1133117
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A note on the autocorrelations related to a bilinear model with non-independent shocks
scientific article; zbMATH DE number 1133117

    Statements

    A note on the autocorrelations related to a bilinear model with non-independent shocks (English)
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    6 May 1998
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    conditional expectation
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    ergodicity
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    stationarity
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    bilinear model
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    autocorrelations
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