ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS

Wang Shou‐Ren, An Hong‐Zhi and H. Tong

Journal of Time Series Analysis, 1983, vol. 4, issue 3, 209-216

Abstract: Abstract. We show that, under the Gaussian assumption of the white noise, the probability density function of a simple stationary first order bilinear process with ‘heterogeneous’ errors may be unbounded, whilst that with ‘homogeneous’ errors is always bounded. Simulation aspects of the distribution are also included.

Date: 1983
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/j.1467-9892.1983.tb00369.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:4:y:1983:i:3:p:209-216

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().