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A Note on Causality and Invertibility of a General Bilinear Time Series Model

โœ Scribed by Jian Liu


Book ID
125064703
Publisher
Applied Probability Trust
Year
1990
Tongue
English
Weight
295 KB
Volume
22
Category
Article
ISSN
0001-8678

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A note on the properties of some time va
โœ Abdelouahab Bibi; Alwell J. Oyet ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 153 KB

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