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On the First-Order Bilinear Time Series Model

Tuan Dinh Pham and Lanh Tat Tran
Journal of Applied Probability
Vol. 18, No. 3 (Sep., 1981), pp. 617-627
DOI: 10.2307/3213316
Stable URL: http://www.jstor.org/stable/3213316
Page Count: 11
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
On the First-Order Bilinear Time Series Model
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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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