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A note on bilinear time series models

✍ Scribed by E.J. Hannan


Book ID
107950131
Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
351 KB
Volume
12
Category
Article
ISSN
0304-4149

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In this note, a su cient condition is given for the existence and uniqueness of a stable causal solution for bilinear time series with time-varying coe cients; also some conditions for invertibility and the optimal prediction procedure are given. The notions of controllability, observability and min