Stationarity and invertibility of simple bilinear models |
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| Authors: | B.G. Quinn |
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| Affiliation: | Department of Statistics, Australian National University, P.O. Box 4, Canberra, A.C.T. 2600, Australia |
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| 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. |
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| Keywords: | Time series invertibility strict stationarity ergodic bilinear model |
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