The Taylor Property in Bilinear Models
The aim of this paper is to discuss the presence of the Taylor property in the class of simple bilinear models. Considering strictly and weakly stationary models, we deduce autocorrelations of the process and of its square and analyze the presence of the Taylor property in non-negative bilinear mod...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2015-11-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/172 |