CHEN Haoqiu, WANG Haibin. GENERAL TRANSFER FUNCTIONS CONDITIONS FOR STATIONARITY OF UPPER SUB-DIAGONAL BILINEAR TIME SERIES MODELSJ. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 202-208.
Citation:
CHEN Haoqiu, WANG Haibin. GENERAL TRANSFER FUNCTIONS CONDITIONS FOR STATIONARITY OF UPPER SUB-DIAGONAL BILINEAR TIME SERIES MODELSJ. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 202-208.
CHEN Haoqiu, WANG Haibin. GENERAL TRANSFER FUNCTIONS CONDITIONS FOR STATIONARITY OF UPPER SUB-DIAGONAL BILINEAR TIME SERIES MODELSJ. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 202-208.
Citation:
CHEN Haoqiu, WANG Haibin. GENERAL TRANSFER FUNCTIONS CONDITIONS FOR STATIONARITY OF UPPER SUB-DIAGONAL BILINEAR TIME SERIES MODELSJ. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 202-208.
GENERAL TRANSFER FUNCTIONS CONDITIONS FOR STATIONARITY OF UPPER SUB-DIAGONAL BILINEAR TIME SERIES MODELS
In this paper, we discuss a special kind of Upper Triangular Bilinear time series models, called as Upper Sub-Diagonal Biliner time series models （USDBL models）. With multiple Wiener-It integrals, the general transfer function system of this model is constructed, the conditions for stationarity ia obtained in the end.
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