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A SIMPLE CONDITION FOR THE EXISTENCE OF SOME STATIONARY BILINEAR TIME SERIES - MaRDI portal

A SIMPLE CONDITION FOR THE EXISTENCE OF SOME STATIONARY BILINEAR TIME SERIES (Q4732004)

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scientific article; zbMATH DE number 4117699
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A SIMPLE CONDITION FOR THE EXISTENCE OF SOME STATIONARY BILINEAR TIME SERIES
scientific article; zbMATH DE number 4117699

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    A SIMPLE CONDITION FOR THE EXISTENCE OF SOME STATIONARY BILINEAR TIME SERIES (English)
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    1989
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    ARMA model
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    causality
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    sufficient condition
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    existence of a strictly stationary solution
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    bilinear time series
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    infinite variance innovations
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