A note on the stability and causality of general time-dependent bilinear models

DOI10.1016/J.SPL.2005.03.005MaRDI QIDQ2483880zbMATH OpenOpenAlexFDO

Authors Abdelouahab Bibi

Publication date 1 August 2005

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

Full work available at URL https://doi.org/10.1016/j.spl.2005.03.005

zbMATH Keywords

Volterra seriesMarkovian representation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes (60J99)

Cites work

• scientific article; zbMATH DE number 3854250 (Why is no real title available?)
• scientific article; zbMATH DE number 1066381 (Why is no real title available?)
• scientific article; zbMATH DE number 3260110 (Why is no real title available?)
• A note on the properties of some time varying bilinear models.
• On the Covariance Structure of Time Varying Bilinear Models
• On the Kullback-Leibler information divergence of locally stationary processes

Cited in

(2)

• Identification of stable elementary bilinear time-series model
• Conditions for the existence of stationary and causal space-time bilinear model and central limit theorem

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