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A note on the stability and causality of general time-dependent bilinear models

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  • Bibi, Abdelouahab

Abstract

In this paper, sufficient conditions are given for the existence of a causal stable solution for general bilinear time series with time-dependent coefficients.

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  • 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.
    • Handle: RePEc:eee:stapro:v:73:y:2005:i:2:p:131-138
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    References listed on IDEAS

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    1. Dahlhaus, R., 1996. "On the Kullback-Leibler information divergence of locally stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 62(1), pages 139-168, March.
    2. 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.
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