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

DOI10.1111/J.1467-9892.1989.TB00013.XzbMATH Open0682.62061OpenAlexW1988799994MaRDI QIDQ4732004FDOQ4732004

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

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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)

Cites Work

• On the general bilinear time series model
• Title not available (Why is that?)
• On the first-order bilinear time series model

Cited In (10)

• SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY
• INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL
• Conditions for the existence of stationary and causal space-time bilinear model and central limit theorem
• Criteria for the existence of even order moments of bilinear time series
• Title not available (Why is that?)
• ON THE EXISTENCE OF A GENERAL MULTIPLE BILINEAR TIME SERIES
• On the general bilinear time series model
• Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals
• On the Covariance Structure of Time Varying Bilinear Models
• Title not available (Why is that?)

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