On Wiener–Ito representation and the best linear predictors for bilinear time series

DOI10.2307/3214034zbMath0677.60044OpenAlexW2334836195MaRDI QIDQ3833348

T. Subba Rao, Gyorgy H. Terdik

Publication date: 1989

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214034

zbMATH Keywords

predictionbispectral density functionsecond-order stationaritylinear ARMA models

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Stochastic integrals (60H05) Prediction theory (aspects of stochastic processes) (60G25)

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