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The correlation structure of stationary bilinear processes

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  • Tigelaar, H.H.

    (Tilburg University, Faculty of Economics)

Abstract

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Suggested Citation

  • Tigelaar, H.H., 1990. "The correlation structure of stationary bilinear processes," Research Memorandum FEW 427, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiurem:6a611150-d3f5-47c8-9566-e1d989596be0
    as

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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1142617/TH5617933.pdf
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    References listed on IDEAS

    as
    1. Dominique. Guegan, 1987. "Different Representations For Bilinear Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(4), pages 389-408, July.
    2. M. Bhaskara Rao & T. Subba Rao & A. M. Walker, 1983. "On The Existence Of Some Bilinear Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(2), pages 95-110, March.
    Full references (including those not matched with items on IDEAS)

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    1. Tigelaar, H.H., 1990. "The correlation structure of stationary bilinear processes," Other publications TiSEM 6a611150-d3f5-47c8-9566-e, Tilburg University, School of Economics and Management.
    2. Guy Melard, 1994. "Modèles linéaires et non linéaires," ULB Institutional Repository 2013/13804, ULB -- Universite Libre de Bruxelles.

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    Keywords

    Stationary Point; probability theory;

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