STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS (Q3985816)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS |
scientific article |
Statements
STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS (English)
0 references
27 June 1992
0 references
general bilinear times series model
0 references
strictly stationary ergodic sequence of random variables
0 references
minimal regularity conditions
0 references
existence
0 references
causality
0 references
asymptotic normality
0 references
sample mean
0 references
spectral radius diagonable
0 references
decomposability
0 references