Conditions for the existence of stationary and causal space-time bilinear model and central limit theorem (Q1753769)
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scientific article; zbMATH DE number 6876000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditions for the existence of stationary and causal space-time bilinear model and central limit theorem |
scientific article; zbMATH DE number 6876000 |
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Conditions for the existence of stationary and causal space-time bilinear model and central limit theorem (English)
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29 May 2018
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Summary: In this paper, we present a spatio-temporal model that provides a spatial structure to bilinear processes. The organisation of the paper is as follows: in Section 2, we introduce some definitions and recall some results about space-time bilinear models. In Section 3, we establish, under the minimal set of assumptions, the existence and time stationarity of \(Xt(u)\). Our main result is given the Section 4, where a Central Limit Theorem (CLT) is obtained. In Section 5, we give some simple examples.
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spatio-temporal models
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stationarity
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asymptotic normality
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bilinear process
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