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A note on the time series which is the product of two stationary time series. (English) Zbl 0387.62074

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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[1] A. Anderson and C.W.J. Granger, Introduction to bilinear time series models, Discussion Paper 76-5, Department of Economics, University of California, San Diego.
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