References

IDENTIFICATION OF CLASSES OF BILINEAR TIME SERIES MODELS


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[2] P. H. Franses, Time series models for business and economic forecast, Journal of Time Series Annals 16 (1998), 509-529.

[3] C. W. Granger and A. P. Anderson, Introduction to Bilinear Time Series Models, Vandenhoeck and Ruprecht, 1978.

[4] I. S. Iwueze, Vectorial representation and its application to covariance analysis of super-diagonal bilinear time series models, The Physical Scientist 1(1) (2002), 85-96.

[5] M. Kendell and Keith J. Ord, Time Series. Third Edition, Halsted Press, Third Avenue, New York, 1990.

[6] A. Maravall, An application of non-linear time series forecasting, Journal of Business and Economic Statistics 1 (1983), 66-74.

[7] A. E. Usoro and C. O. Omekara, Pure diagonal bilinear moving average vector models, Global Journal of Mathematical Sciences 7(2) (2008), 137-145.