STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS

DOI10.1111/j.1467-9892.1991.tb00085.xzbMath0735.62087OpenAlexW2045883751MaRDI QIDQ3985816

Kamal C. Chanda

Publication date: 27 June 1992

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00085.x

zbMATH Keywords

existenceasymptotic normalitycausalitydecomposabilitysample meangeneral bilinear times series modelminimal regularity conditionsspectral radius diagonablestrictly stationary ergodic sequence of random variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (2)

Stability conditions for a bivariate arch system which is cointegrated in mean ⋮ Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes

Cites Work

• Unnamed Item
• An introduction to bispectral analysis and bilinear time series models
• Stationarity and invertibility of simple bilinear models
• Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances
• On the general bilinear time series model
• On the first-order bilinear time series model

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