MULTIPLE BILINEAR TIME SERIES MODELS

DOI10.1111/J.1467-9892.1987.TB00434.XzbMATH Open0612.62120OpenAlexW2004896755MaRDI QIDQ3753345FDOQ3753345

Boonchai K. Stensholt, Dag Tjøstheim

Publication date: 1987

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1956/19582

zbMATH Keywords

covariancetensor productexistencemean valuespectral radius of a matrixstrictly stationary solutionsMultiple bilinear time series modelsscalar bilinear modelssubdiagonal case

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)

Cited In (7)

• SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY
• Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques
• Estimation of Periodic Bilinear Time Series Models
• Second-order properties for multiple-bilinear models
• Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form
• Multivariate arma models with generalized autoregressive linear innovation
• On nonlinear models for time series

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