×

On the invertibility of time series models. (English) Zbl 0387.62076


MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] Bruni, C.; di Pillo, G.; Koch, G., Bilinear systems in an appealing class of ‘nearly linear’ systems in theory and applications, IEEE Trans. on Auto Control, AC-19, 334-348 (1974) · Zbl 0285.93015
[2] Granger, C. W.J.; Andersen, A., An introduction to bilinear time series models (1978), Vandenhoeck and Ruprecht: Vandenhoeck and Ruprecht Göttingen
[3] Granger, C. W.J.; Newbold, P., Forecasting Economic Time Series (1977), Academic Press: Academic Press New York
[4] Levy, H.; Lessman, F., Finite Difference Equations (1961), Pitman: Pitman London · Zbl 0142.05705
[5] Robinson, P. M., The estimation of a non-linear moving average model, Stoch Process. and Appl., 5, 81-90 (1977) · Zbl 0357.62072
[6] Villegas, C., On a multivariate central limit theorem for stationary bilinear processes, Stoch Process. and Appl., 4, 121-133 (1976) · Zbl 0347.60022
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.