AbstractNecessary 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
Graduation date: 1988In engineering, biology, ecology, medicine, economics and social\ud science, so...
Weak and strong invariance principles are established for strictly stationary sequences satisfying a...
AbstractWeak and strong invariance principles are established for strictly stationary sequences sati...
AbstractNecessary and sufficient conditions for strict stationarity and invertibility are found for ...
AbstractA generalized definition of invertibility is proposed and applied to linear, non-linear and ...
The A. shows that under some simple conditions involving the expectations of the logarithms of the a...
AbstractConditions for the existence of a stationary solution for certain forms of bilinear differen...
In this note, a sufficient condition is given for the existence and uniqueness of a stable causal so...
AbstractThe paper gives sufficient conditions for the absolute regularity of bilinear models. Our ap...
AbstractThe paper concerns the bilinear stochastic models generated by Gaussian white noise processe...
AbstractWe give conditions for first and second order stationarity of mixture autoregressive process...
In the present note we study the threshold first-order bilinear model X(t) = aX(t - 1) + (b(1) 1({x(...
A integer-valued bilinear type model is proposed. It can take positive as well as negative values. T...
AbstractSufficient conditions are given for linear processes and ARMA processes to have the Gaswirth...
AbstractThe Wiener approach to the non-linear stochastic systems permits the representation of singl...
Graduation date: 1988In engineering, biology, ecology, medicine, economics and social\ud science, so...
Weak and strong invariance principles are established for strictly stationary sequences satisfying a...
AbstractWeak and strong invariance principles are established for strictly stationary sequences sati...
AbstractNecessary and sufficient conditions for strict stationarity and invertibility are found for ...
AbstractA generalized definition of invertibility is proposed and applied to linear, non-linear and ...
The A. shows that under some simple conditions involving the expectations of the logarithms of the a...
AbstractConditions for the existence of a stationary solution for certain forms of bilinear differen...
In this note, a sufficient condition is given for the existence and uniqueness of a stable causal so...
AbstractThe paper gives sufficient conditions for the absolute regularity of bilinear models. Our ap...
AbstractThe paper concerns the bilinear stochastic models generated by Gaussian white noise processe...
AbstractWe give conditions for first and second order stationarity of mixture autoregressive process...
In the present note we study the threshold first-order bilinear model X(t) = aX(t - 1) + (b(1) 1({x(...
A integer-valued bilinear type model is proposed. It can take positive as well as negative values. T...
AbstractSufficient conditions are given for linear processes and ARMA processes to have the Gaswirth...
AbstractThe Wiener approach to the non-linear stochastic systems permits the representation of singl...
Graduation date: 1988In engineering, biology, ecology, medicine, economics and social\ud science, so...
Weak and strong invariance principles are established for strictly stationary sequences satisfying a...
AbstractWeak and strong invariance principles are established for strictly stationary sequences sati...
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