On the Ergodicity of Bilinear Time Series Models and Some Applications.
S. I. Akamanam, M. Bhaskara Rao, K. Subramanyam · 1984
Existence, strict stationary and ergodicity of Bilinear Time Series Models for a given input White Noise process and parameter values is studied in detail in this paper. Using ergodicity of the model, estimation of the parameters by the method of moments is suggested and some comparisons are made with the method of least squares. (Author)