A note on the properties of some time varying bilinear models.

DOI10.1016/S0167-7152(02)00153-0zbMath1092.62579OpenAlexW2106273839MaRDI QIDQ1871243

Abdelouahab Bibi, Alwell Julius Oyet

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00153-0

zbMATH Keywords

ControllabilityObservabilityMinimalityCausalityInvertibilityTime-varying bilinear modelsQuasi-stationary processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Estimation of Some Bilinear Time Series Models with Time Varying Coefficients ⋮ Evolutionary transfer functions of bilinear processes with time-varying coefficients ⋮ On the stability and causality of general time-dependent bilinear models. ⋮ A note on the stability and causality of general time-dependent bilinear models ⋮ Properties of some bilinear models with periodic regime switching ⋮ Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes

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