Transfer functions and conditions for stationarity of bilinear models with gaussian residuals

DOI10.1098/RSPA.1985.0082MaRDI QIDQ3716144zbMATH OpenOpenAlexFDO

Authors Gy. Terdik

Publication date 1985

Published in Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rspa.1985.0082

zbMATH Keywords

bilinear modelsnonlinear time series modelshigher order spectraGaussian residualsNecessary and sufficient conditions for stationaritytransfer function representations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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