A note on the existence of strictly stationary solutions to bilinear equations

B. G. Quinn

doi:10.1111/j.1467-9892.1982.tb00348.x

A note on the existence of strictly stationary solutions to bilinear equations

B. G. Quinn^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

22 Citations (Scopus)

Abstract

Abstract. Necessary and sufficient conditions for the existence of strictly stationary solutions to a class of bilinear equations are derived, extending the results obtained by Tong (1981) and Quinn (1982).

Original language	English
Pages (from-to)	249-252
Number of pages	4
Journal	Journal of Time Series Analysis
Volume	3
Issue number	4
DOIs	https://doi.org/10.1111/j.1467-9892.1982.tb00348.x
Publication status	Published - 1982
Externally published	Yes

Keywords

Bilinear time series
ergodicity
random coefficient autoregression
weak‐mixing

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10.1111/j.1467-9892.1982.tb00348.x

Cite this

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abstract = "Abstract. Necessary and sufficient conditions for the existence of strictly stationary solutions to a class of bilinear equations are derived, extending the results obtained by Tong (1981) and Quinn (1982).",

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AB - Abstract. Necessary and sufficient conditions for the existence of strictly stationary solutions to a class of bilinear equations are derived, extending the results obtained by Tong (1981) and Quinn (1982).

KW - Bilinear time series

KW - ergodicity

KW - random coefficient autoregression

KW - weak‐mixing

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A note on the existence of strictly stationary solutions to bilinear equations

Abstract

Keywords

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