On the first-order bilinear time series model
Authors:
- Tuan Dinh PhamTPTuan Dinh Pham
- Lanh Tat TranLTLanh Tat Tran
- 1 September 1981
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 18 (3) , 617-627
Abstract
The paper investigates some properties of the first-order bilinear time series model: stationarity and invertibility. Estimates of the parameters are obtained by a modified least squares method and shown to be strongly consistent.Keywords
This publication has 3 references indexed in Scilit:
- On the invertibility of time series modelsStochastic Processes and their Applications, 1978
- NON-LINEAR TIME SERIES MODELLING1978
- Bilinear systems: An appealing class of "nearly linear" systems in theory and applicationsIEEE Transactions on Automatic Control, 1974