MULTIPLE BILINEAR TIME SERIES MODELS

DOI10.1111/J.1467-9892.1987.TB00434.XMaRDI QIDQ3753345zbMATH OpenOpenAlexFDO

Authors Boonchai K. Stensholt, Dag Tjøstheim

Publication date 1987

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1956/19582

zbMATH Keywords

covarianceexistencemean valueMultiple bilinear time series modelsscalar bilinear modelsspectral radius of a matrixstrictly stationary solutionssubdiagonal casetensor product

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

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Cited in

(13)

• Bilinear Markovian representation and bilinear models
• ON THE EXISTENCE OF A GENERAL MULTIPLE BILINEAR TIME SERIES
• Estimation of Periodic Bilinear Time Series Models
• Theory of Bilinear Time Series Models
• scientific article; zbMATH DE number 4041105 (Why is no real title available?)
• scientific article; zbMATH DE number 4041106 (Why is no real title available?)
• On nonlinear models for time series
• A Space‐Time Bilinear Model and its Identification
• SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY
• Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form
• Multivariate arma models with generalized autoregressive linear innovation
• Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques
• Second-order properties for multiple-bilinear models

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