A NOTE ON THE EXISTENCE OF STRICTLY STATIONARY SOLUTIONS TO BILINEAR EQUATIONS

DOI10.1111/j.1467-9892.1982.tb00348.xzbMath0517.62086OpenAlexW2024530433MaRDI QIDQ3666094

Barry G. Quinn

Publication date: 1982

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00348.x

zbMATH Keywords

ergodicitynecessary and sufficient conditionsrandom coefficient autoregressionweak-mixingbilinear time seriesexistence of strictly stationary solutions

Mathematics Subject Classification ID

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

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Cites Work

• Multiple autoregressive models with random coefficients
• Stationarity and invertibility of simple bilinear models
• Autoregressive series with random parameters