A SIMPLE CONDITION FOR THE EXISTENCE OF SOME STATIONARY BILINEAR TIME SERIES

DOI10.1111/J.1467-9892.1989.TB00013.XMaRDI QIDQ4732004zbMATHOpenAlexFDO

Authors Jian Liu

Publication date 1989

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

Full work available at URL https://doi.org/10.1111/j.1467-9892.1989.tb00013.x

zbMATH Keywords

causalityARMA modelsufficient conditionbilinear time seriesexistence of a strictly stationary solutioninfinite variance innovations

Mathematics Subject Classification ID

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

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• Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals
• INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL
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• SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY
• Criteria for the existence of even order moments of bilinear time series
• Conditions for the existence of stationary and causal space-time bilinear model and central limit theorem
• On the general bilinear time series model
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• On the Covariance Structure of Time Varying Bilinear Models

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