A note on the properties of some time varying bilinear models

Abdelouahab Bibi and Alwell J. Oyet

Statistics & Probability Letters, 2002, vol. 58, issue 4, 399-411

Abstract: In this note, a sufficient condition is given for the existence and uniqueness of a stable causal solution for bilinear time series with time-varying coefficients; also some conditions for invertibility and the optimal prediction procedure are given. The notions of controllability, observability and minimality are discussed.

Keywords: Time-varying; bilinear; models; Quasi-stationary; processes; Causality; Invertibility; Controllability; Observability; Minimality (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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