A note on bilinear time series models

DOI10.1016/0304-4149(82)90044-8zbMath0481.62073OpenAlexW2011548856MaRDI QIDQ1162336

E. J. Hannan

Publication date: 1982

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90044-8

zbMATH Keywords

spectrummean square convergencebilinear difference equationsexistence of stationary solution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Additive difference equations (39A10)

Related Items (7)

Theory of Bilinear Time Series Models ⋮ On the identification problem for bilinear time series models ⋮ ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES ⋮ The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random) ⋮ Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals ⋮ ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES ⋮ Bilinear Markovian representation and bilinear models

Cites Work

• On the invertibility of time series models
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