Transfer functions and conditions for stationarity of bilinear models with gaussian residuals

DOI10.1098/rspa.1985.0082zbMath0588.62159OpenAlexW2044389444MaRDI QIDQ3716144

Gyorgy H. Terdik

Publication date: 1985

Published in: Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.1985.0082

zbMATH Keywords

nonlinear time series modelsbilinear modelshigher order spectraGaussian residualsNecessary and sufficient conditions for stationaritytransfer function representations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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