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- W2017008544 abstract "ABSTRACT In this paper, we prove some theoretic properties of bilinear time series models which are extension of ARMA models. The sufficient conditions for asymptotic stationarity and ivertibility of some types of bilinear models are derived. The structural theory of discussed bilinear models is similar to that of ARMA models. For illustration, a bilinear model has been fitted to the Wolfer sunspot numbers and a substantial reduction in sum of squared residuals is obtained as comparing with Box-Jenkins ARMA model." @default.
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- W2017008544 date "1985-01-01" @default.
- W2017008544 modified "2023-09-24" @default.
- W2017008544 title "Theory of Bilinear Time Series Models" @default.
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- W2017008544 doi "https://doi.org/10.1080/03610926.1985.10524941" @default.
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