A note on bilinear time series models |
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Authors: | E.J. Hannan |
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Affiliation: | Department of Statistics, Australian National University, Canberra, A.C.T. 2600, Australia |
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Abstract: | Conditions for the existence of a stationary solution for certain forms of bilinear difference equations are derived. |
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Keywords: | Bilinear time series mean square convergence spectrum |
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