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- W2325685092 abstract "A sufficient condition is derived for the existence of a strictly stationary solution of the general bilinear time series equations. The condition is shown to reduce to the conditions of Pham and Tran (1981) and Bhaskara Rao et al. (1983) in the special cases which they consider. Under the condition specified, a solution is constructed which is shown to be causal, stationary and ergodic. It is moreover the unique causal solution and the unique stationary solution of the defining equations. In the special case when the defining equations contain no non-linear terms, our condition reduces to the well-known necessary and sufficient condition for existence of a causal stationary solution." @default.
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- W2325685092 date "1988-09-01" @default.
- W2325685092 modified "2023-10-14" @default.
- W2325685092 title "On the general bilinear time series model" @default.
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- W2325685092 doi "https://doi.org/10.2307/3213984" @default.
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