Stationarity and invertibility of simple bilinear models
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Publication:1164360
DOI10.1016/0304-4149(82)90045-XzbMath0485.62100WikidataQ127186891 ScholiaQ127186891MaRDI QIDQ1164360
Publication date: 1982
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items
Unnamed Item ⋮ Theory of Bilinear Time Series Models ⋮ SOME DOUBLY STOCHASTIC TIME SERIES MODELS ⋮ STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS ⋮ Modelling and analysis of non-linear time series ⋮ A note on the autocorrelations related to a bilinear model with non-independent shocks ⋮ Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals ⋮ ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL ⋮ On the identification problem for bilinear time series models ⋮ Quadratic prediction of time series via auto-cumulants ⋮ Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions ⋮ ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES ⋮ Invertibility of non-linear time series models ⋮ A bivariate integer-valued bilinear autoregressive model with random coefficients ⋮ The estimation of multivariate random coefficient autoregressive models ⋮ Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals ⋮ ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES ⋮ A Decision Procedure for Bilinear Time Series Based on the Asymptotic Separation ⋮ Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction ⋮ A NOTE ON THE EXISTENCE OF STRICTLY STATIONARY SOLUTIONS TO BILINEAR EQUATIONS
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