A SIMPLE CONDITION FOR THE EXISTENCE OF SOME STATIONARY BILINEAR TIME SERIES (Q4732004)
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scientific article; zbMATH DE number 4117699
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| English | A SIMPLE CONDITION FOR THE EXISTENCE OF SOME STATIONARY BILINEAR TIME SERIES |
scientific article; zbMATH DE number 4117699 |
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A SIMPLE CONDITION FOR THE EXISTENCE OF SOME STATIONARY BILINEAR TIME SERIES (English)
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1989
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ARMA model
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causality
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sufficient condition
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existence of a strictly stationary solution
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bilinear time series
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infinite variance innovations
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0.8874174356460571
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0.8507847189903259
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0.8186967968940735
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