A note on the properties of some time varying bilinear models

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.

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Year of publication:	2002
Authors:	Bibi, Abdelouahab ; Oyet, Alwell J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 58.2002, 4, p. 399-411
Publisher:	Elsevier
Keywords:	Time-varying bilinear models Quasi-stationary processes Causality Invertibility Controllability Observability Minimality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005254175