Conditions for the existence of stationary and causal space-time bilinear model and central limit theorem

Soumia Kharfouchi and Houda Mehri

International Journal of Mathematics in Operational Research, 2012, vol. 4, issue 6, 638-650

Abstract: In this paper, we present a spatio-temporal model that provides a spatial structure to bilinear processes. The organisation of the paper is as follows: in Section 2, we introduce some definitions and recall some results about space-time bilinear models. In Section 3, we establish, under the minimal set of assumptions, the existence and time stationarity of Xt(u). Our main result is given the Section 4, where a Central Limit Theorem (CLT) is obtained. In Section 5, we give some simple examples.

Keywords: spatio-temporal models; stationarity; asymptotic normality; bilinear process; central limit theorem; CLT; modelling. (search for similar items in EconPapers)
Date: 2012
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