ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS
- 1 March 1983
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 4 (2) , 95-110
- https://doi.org/10.1111/j.1467-9892.1983.tb00362.x
Abstract
The existence of a multivariate strictly stationary stochastic process conforming to a certain bilinear time series model is discussed.Keywords
This publication has 5 references indexed in Scilit:
- On the first-order bilinear time series modelJournal of Applied Probability, 1981
- On the Theory of Bilinear Time Series ModelsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1981
- Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix ProductsJournal of the American Statistical Association, 1969
- Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix ProductsJournal of the American Statistical Association, 1969
- Perturbation theory for linear operatorsPublished by Springer Nature ,1966