MULTIPLE BILINEAR TIME SERIES MODELS
- 1 March 1987
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 8 (2) , 221-233
- https://doi.org/10.1111/j.1467-9892.1987.tb00434.x
Abstract
A definition of multiple bilinear time series models is given. Sufficient conditions are obtained for the existence of strictly stationary solutions conforming to the model, and a brief discussion of the first and second order structure is included.Keywords
This publication has 3 references indexed in Scilit:
- ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELSJournal of Time Series Analysis, 1983
- On the Theory of Bilinear Time Series ModelsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1981
- STATE‐DEPENDENT MODELS: A GENERAL APPROACH TO NON‐LINEAR TIME SERIES ANALYSISJournal of Time Series Analysis, 1980