SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY

DOI10.1111/j.1467-9892.1992.tb00110.xzbMath0768.62077OpenAlexW2163389597MaRDI QIDQ4696583

Jian Liu

Publication date: 29 June 1993

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1992.tb00110.x

zbMATH Keywords

spectral radiusstationarityKronecker productsquare matrixbilinear modellinear ARMA modellinear component modelssubdiagonal modelYule-Walker estimation procedure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inequalities involving eigenvalues and eigenvectors (15A42)

Related Items

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Cites Work

• An introduction to bispectral analysis and bilinear time series models
• A note on causality and invertibility of a general bilinear time series model
• On the general bilinear time series model
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