A note on the properties of some time va
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Abdelouahab Bibi; Alwell J. Oyet
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Article
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2002
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Elsevier Science
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English
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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