MULTIPLE BILINEAR TIME SERIES MODELS

Boonchai K. Stensholt and Dag Tjøstheim

Journal of Time Series Analysis, 1987, vol. 8, issue 2, 221-233

Abstract: 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.

Date: 1987
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