Theory of Bilinear Time Series Models
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Publication:3707203
DOI10.1080/03610926.1985.10524941zbMath0584.62152OpenAlexW2017008544MaRDI QIDQ3707203
Publication date: 1985
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.1985.10524941
invertibilitysunspot numbersasymptotic stationaritybilinear time series modelsextensions of ARMA models
Related Items (7)
On the Covariance Structure of Time Varying Bilinear Models ⋮ Separable lower triangular bilinear model ⋮ Invertibility of non-linear time series models ⋮ The stationarity and invertibility of a class of nonlinear ARMA models ⋮ Maximum likelihood estimation in space time bilinear models ⋮ Parameter Estimation and Subset Selection for Separable lower Triangular Bilinear Models ⋮ Bayesian analysis of bilinear time series models : a gibbs sampling approach
Cites Work
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