On the invertibility of bilinear time series models

Authors

  • Iheanyi Iwueze Federal University of Technology

DOI:

https://doi.org/10.6092/issn.1973-2201/808

Abstract

The A. shows that under some simple conditions involving the expectations of the logarithms of the absolute values of the output sequences, strictly stationary and ergodic bilinear models are invertible.

How to Cite

Iwueze, I. (1989). On the invertibility of bilinear time series models. Statistica, 49(3), 441–446. https://doi.org/10.6092/issn.1973-2201/808

Issue

Vol. 49 No. 3 (1989)

Section

Articles

License

Copyright (c) 1989 Statistica

Creative Commons License

This work is licensed under a Creative Commons Attribution 3.0 Unported License.