A note on the stability and causality of general time-dependent bilinear models

Abdelouahab Bibi

Statistics & Probability Letters, 2005, vol. 73, issue 2, 131-138

Abstract: In this paper, sufficient conditions are given for the existence of a causal stable solution for general bilinear time series with time-dependent coefficients.

Keywords: Time-dependent; bilinear; models; Markovian; representation; Volterra; series; Stability; Causality (search for similar items in EconPapers)
Date: 2005
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