论文信息 - ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS - 字舞流文

ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS

. The existence of a multivariate strictly stationary stochastic process conforming to a certain bilinear time series model is discussed.

T. Subba Rao | A. M. Walker | M. Bhaskara Rao | M. Rao | T. Rao | A. Walker

[1] H. Neudecker. Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products , 1969 .

[2] Lanh Tat Tran,et al. On the first-order bilinear time series model , 1981, Journal of Applied Probability.