Bilinear markovian representation and bilinear models

Dinh Tuan Pham

Stochastic Processes and their Applications, 1985, vol. 20, issue 2, 295-306

Abstract: An extension of the linear Markovian repsentation called the bilinear Markovian representation is introduced, and is shown to provide representations of all-diagonal bilinear time series models. Some properties of the bilinear Markovian representation are also given.

Keywords: bilinear; models; invertibility; Markovian; representation; minimal; representation; regular; processes (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (11)

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