Conditions for the existence of stationary and causal space-time bilinear model and central limit theorem (Q1753769)

From MaRDI portal





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

    Statements

    Conditions for the existence of stationary and causal space-time bilinear model and central limit theorem (English)
    0 references
    0 references
    0 references
    29 May 2018
    0 references
    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.
    0 references
    spatio-temporal models
    0 references
    stationarity
    0 references
    asymptotic normality
    0 references
    bilinear process
    0 references

    Identifiers