ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS

M. Bhaskara Rao, T. Subba Rao and A. M. Walker

Journal of Time Series Analysis, 1983, vol. 4, issue 2, 95-110

Abstract: Abstract. The existence of a multivariate strictly stationary stochastic process conforming to a certain bilinear time series model is discussed.

Date: 1983
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