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

DOI10.1111/j.1467-9892.1989.tb00013.xzbMath0682.62061OpenAlexW1988799994MaRDI QIDQ4732004

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

causalitysufficient conditionARMA modelbilinear time seriesexistence of a strictly stationary solutioninfinite variance innovations

Mathematics Subject Classification ID

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

Related Items

On the Covariance Structure of Time Varying Bilinear Models, INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL, Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals

Cites Work

• Unnamed Item
• On the general bilinear time series model
• On the first-order bilinear time series model