On the existence of a stationary bilinear process

Abstract

In this paper, we investigate the existence of a stationary bilinear time series model BL(p,0,p,1) via Markovian representation.;이 논문에서는 stationary bilinear time series 모델 BL(p, 0, p, 1) 의 존재성을 Markovian representation 통해서 생각해 본다.