Transfer functions and conditions for stationarity of bilinear models with gaussian residuals (Q3716144)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Transfer functions and conditions for stationarity of bilinear models with gaussian residuals |
scientific article |
Statements
Transfer functions and conditions for stationarity of bilinear models with gaussian residuals (English)
0 references
1985
0 references
Gaussian residuals
0 references
higher order spectra
0 references
nonlinear time series models
0 references
transfer function representations
0 references
Necessary and sufficient conditions for stationarity
0 references
bilinear models
0 references