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Stationarity and invertibility of simple bilinear models

Author

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  • Quinn, B. G.

Abstract

Necessary and sufficient conditions for strict stationarity and invertibility are found for one-parameter bilinear models. These conditions involve the expectations of the logarithms of the absolute values of the input and output sequences.

Suggested Citation

  • Quinn, B. G., 1982. "Stationarity and invertibility of simple bilinear models," Stochastic Processes and their Applications, Elsevier, vol. 12(2), pages 225-230, March.
    • Handle: RePEc:eee:spapps:v:12:y:1982:i:2:p:225-230
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    Cited by:

    1. Predrag M. Popović & Hassan S. Bakouch, 2020. "A bivariate integer-valued bilinear autoregressive model with random coefficients," Statistical Papers, Springer, vol. 61(5), pages 1819-1840, October.
    2. Martins, C. M., 1997. "A note on the autocorrelations related to a bilinear model with non-independent shocks," Statistics & Probability Letters, Elsevier, vol. 36(3), pages 245-250, December.
    3. Bonchukova, D. & Starobinskaya, N., 2013. "Strategic marketing and competitiveness of high school," Annals of marketing-mba, Department of Marketing, Marketing MBA (RSconsult), vol. 2, July.

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