On stationarity of elementary bilinear time-series
Łukasz Maliński, Jaroslaw Figwer · 2011
In the paper stationarity of random processes obtained from elementary bilinear time-series models is analysed. It is shown in the presented analysis that elementary bilinear time-series models can be interpreted as linear time-series with time varying random parameters. The analysis is illustrated by simulation experiments showing time dependencies of some statistical moments of the discussed random processes.