Stationarity and invertibility of simple bilinear models

B. G. Quinn

doi:10.1016/0304-4149(82)90045-X

Stationarity and invertibility of simple bilinear models

B. G. Quinn^*

^*Corresponding author for this work

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

29 Citations (Scopus)

Abstract

Necessary and sufficient conditions for strict stationarity and invertibility are found for one-parameter bilinear models. These conditions involve the expectations of the logarithms of the absolute values of the input and output sequences.

Original language	English
Pages (from-to)	225-230
Number of pages	6
Journal	Stochastic Processes and their Applications
Volume	12
Issue number	2
DOIs	https://doi.org/10.1016/0304-4149(82)90045-X
Publication status	Published - 1982
Externally published	Yes

Keywords

bilinear model
ergodic
invertibility
strict stationarity
Time series

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10.1016/0304-4149(82)90045-X

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title = "Stationarity and invertibility of simple bilinear models",

abstract = "Necessary and sufficient conditions for strict stationarity and invertibility are found for one-parameter bilinear models. These conditions involve the expectations of the logarithms of the absolute values of the input and output sequences.",

keywords = "bilinear model, ergodic, invertibility, strict stationarity, Time series",

author = "Quinn, {B. G.}",

year = "1982",

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language = "English",

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T1 - Stationarity and invertibility of simple bilinear models

AU - Quinn, B. G.

PY - 1982

Y1 - 1982

N2 - Necessary and sufficient conditions for strict stationarity and invertibility are found for one-parameter bilinear models. These conditions involve the expectations of the logarithms of the absolute values of the input and output sequences.

AB - Necessary and sufficient conditions for strict stationarity and invertibility are found for one-parameter bilinear models. These conditions involve the expectations of the logarithms of the absolute values of the input and output sequences.

KW - bilinear model

KW - ergodic

KW - invertibility

KW - strict stationarity

KW - Time series

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U2 - 10.1016/0304-4149(82)90045-X

DO - 10.1016/0304-4149(82)90045-X

M3 - Article

AN - SCOPUS:0040030563

VL - 12

SP - 225

EP - 230

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 2

ER -

Stationarity and invertibility of simple bilinear models

Abstract

Keywords

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