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September 1, 1981Journal of Applied Probability

On the first-order bilinear time series model

Tuan D. Pham Lanh Tat Tran

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Abstract

The paper investigates some properties of the first-order bilinear time series model: stationarity and invertibility. Estimates of the parameters are obtained by a modified least squares method and shown to be strongly consistent.

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Cite This Study

Pham et al. (1981) studied this question.

synapsesocial.com/papers/6a9122603ef1f7fbbf3e88c1 https://doi.org/10.2307/3213316

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