On the stability and causality of general time-dependent bilinear models.

DOI10.1016/j.crma.2003.11.017zbMath1035.62089OpenAlexW2042811478MaRDI QIDQ1426591

Abdelouahab Bibi

Publication date: 15 March 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2003.11.017

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• A note on the properties of some time varying bilinear models.
• On the Kullback-Leibler information divergence of locally stationary processes
• DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS
• On the Covariance Structure of Time Varying Bilinear Models

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