A note on causality and invertibility of a general bilinear time series model
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Publication:3486697
DOI10.2307/1427608zbMath0706.62080OpenAlexW2328639289MaRDI QIDQ3486697
Publication date: 1990
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427608
invertibility conditionexistence of a strictly stationary, causal and ergodic general bilinear time series model
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INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL ⋮ Approximate Bayesian Computation for a Class of Time Series Models ⋮ Hellinger distance estimation of general bilinear time series models ⋮ SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY ⋮ Propriétés dans L2et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques ⋮ A note on the properties of some time varying bilinear models.
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