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MULTIPLE BILINEAR TIME SERIES MODELS
Author(s) -
Stensholt Boonchai K.,
Tjøstheim Dag
Publication year - 1987
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1987.tb00434.x
Subject(s) - mathematics , bilinear interpolation , series (stratigraphy) , order (exchange) , order of integration (calculus) , econometrics , calculus (dental) , statistics , mathematical analysis , medicine , paleontology , dentistry , finance , economics , biology
. A definition of multiple bilinear time series models is given. Sufficient conditions are obtained for the existence of strictly stationary solutions conforming to the model, and a brief discussion of the first and second order structure is included.