Criteria for the existence of even order moments of bilinear time series

DOI10.1080/15326349308807266zbMath0777.60032OpenAlexW2056479710MaRDI QIDQ4039179

Márton Ispány, Gyorgy H. Terdik

Publication date: 15 December 1993

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349308807266

zbMATH Keywords

Wiener-Itô spectral representationbilinear time seriesGaussian white noise processstationary functionals

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Stochastic integrals (60H05)

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On periodic time-varying bilinear processes: structure and asymptotic inference

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