On the first-order bilinear time series model

1 September 1981

journal article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 18 (3) , 617-627
https://doi.org/10.2307/3213316

Abstract

The paper investigates some properties of the first-order bilinear time series model: stationarity and invertibility. Estimates of the parameters are obtained by a modified least squares method and shown to be strongly consistent.

Keywords

ORDER BILINEAR
SERIES MODEL
BILINEAR TIME SERIES

This publication has 3 references indexed in Scilit:

On the invertibility of time series models
Stochastic Processes and their Applications, 1978
NON-LINEAR TIME SERIES MODELLING
Published by Elsevier ,1978
Bilinear systems: An appealing class of "nearly linear" systems in theory and applications
IEEE Transactions on Automatic Control, 1974