A note on the stability and causality of general time-dependent bilinear models

DOI10.1016/j.spl.2005.03.005zbMath1141.62337OpenAlexW2056301562MaRDI QIDQ2483880

Abdelouahab Bibi

Publication date: 1 August 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.03.005

zbMATH Keywords

Volterra seriesMarkovian representation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes (60J99)

Related Items (1)

Identification of stable elementary bilinear time-series model

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
• On the Covariance Structure of Time Varying Bilinear Models

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