On Wiener–Ito representation and the best linear predictors for bilinear time series

DOI10.2307/3214034zbMATH Open0677.60044OpenAlexW2334836195MaRDI QIDQ3833348FDOQ3833348

Authors: T. Subba Rao, Gy. Terdik 

Publication date: 1989

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214034

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zbMATH Keywords

predictionbispectral density functionsecond-order stationaritylinear ARMA models

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) General second-order stochastic processes (60G12) Stochastic integrals (60H05)

Cited In (11)

• Separable lower triangular bilinear model
• The stationarity and invertibility of a class of nonlinear ARMA models
• On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\)
• Title not available (Why is that?)
• Widely linear prediction for transfer function models based on the infinite past
• On stationarity and second-order properties of bilinear random fields
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• Second-order properties for multiple-bilinear models
• Bilinear state space realization for polynomial stochastic systems
• Spectral analysis for GARCH processes through a bilinear representation
• Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals

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