A note on causality and invertibility of a general bilinear time series model (Q3486697)
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scientific article; zbMATH DE number 4159919
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| English | A note on causality and invertibility of a general bilinear time series model |
scientific article; zbMATH DE number 4159919 |
Statements
A note on causality and invertibility of a general bilinear time series model (English)
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1990
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existence of a strictly stationary, causal and ergodic general bilinear time series model
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invertibility condition
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0.8737651705741882
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0.8408917784690857
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0.836435079574585
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