Stationarity and invertibility of simple bilinear models

B. G. Quinn*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

29 Citations (Scopus)


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 languageEnglish
Pages (from-to)225-230
Number of pages6
JournalStochastic Processes and their Applications
Issue number2
Publication statusPublished - 1982
Externally publishedYes


  • bilinear model
  • ergodic
  • invertibility
  • strict stationarity
  • Time series


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