IDEAS home Printed from
   My bibliography  Save this article

A note on the properties of some time varying bilinear models


  • Bibi, Abdelouahab
  • Oyet, Alwell J.


In this note, a sufficient condition is given for the existence and uniqueness of a stable causal solution for bilinear time series with time-varying coefficients; also some conditions for invertibility and the optimal prediction procedure are given. The notions of controllability, observability and minimality are discussed.

Suggested Citation

  • Bibi, Abdelouahab & Oyet, Alwell J., 2002. "A note on the properties of some time varying bilinear models," Statistics & Probability Letters, Elsevier, vol. 58(4), pages 399-411, July.
  • Handle: RePEc:eee:stapro:v:58:y:2002:i:4:p:399-411

    Download full text from publisher

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    1. Marc Hallin, 1986. "Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem," ULB Institutional Repository 2013/2005, ULB -- Universite Libre de Bruxelles.
    2. Pham, Dinh Tuan, 1985. "Bilinear markovian representation and bilinear models," Stochastic Processes and their Applications, Elsevier, vol. 20(2), pages 295-306, September.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Bibi, Abdelouahab & Ringo Ho, Moon-ho, 2004. "Properties of some bilinear models with periodic regime switching," Statistics & Probability Letters, Elsevier, vol. 69(3), pages 221-231, September.
    2. Bibi, Abdelouahab, 2005. "A note on the stability and causality of general time-dependent bilinear models," Statistics & Probability Letters, Elsevier, vol. 73(2), pages 131-138, June.


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:58:y:2002:i:4:p:399-411. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.