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STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS - MaRDI portal

STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS (Q3985816)

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scientific article; zbMATH DE number 27811
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STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS
scientific article; zbMATH DE number 27811

    Statements

    STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS (English)
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    27 June 1992
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    general bilinear times series model
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    strictly stationary ergodic sequence of random variables
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    minimal regularity conditions
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    existence
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    causality
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    asymptotic normality
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    sample mean
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    spectral radius diagonable
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    decomposability
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