Theory of Bilinear Time Series Models

DOI10.1080/03610926.1985.10524941zbMath0584.62152OpenAlexW2017008544MaRDI QIDQ3707203

Shu-ing Liu

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.1985.10524941

zbMATH Keywords

invertibilitysunspot numbersasymptotic stationaritybilinear time series modelsextensions of ARMA models

Mathematics Subject Classification ID

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

Related Items (7)

On the Covariance Structure of Time Varying Bilinear Models ⋮ Separable lower triangular bilinear model ⋮ Invertibility of non-linear time series models ⋮ The stationarity and invertibility of a class of nonlinear ARMA models ⋮ Maximum likelihood estimation in space time bilinear models ⋮ Parameter Estimation and Subset Selection for Separable lower Triangular Bilinear Models ⋮ Bayesian analysis of bilinear time series models : a gibbs sampling approach

Cites Work

• A note on bilinear time series models
• Stationarity and invertibility of simple bilinear models
• A new look at the statistical model identification
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