IDENTIFICATION OF CLASSES OF BILINEAR TIME SERIES MODELS
English

Anthony E. Usoro
2017 Journal of Statistics: Advances in Theory and Application  
In this paper, two classes of bilinear time series model are obtained under certain conditions from the general bilinear autoregressive moving average model. Bilinear autoregressive (BAR) and bilinear moving average (BMA) models have been identified. From the general bilinear model, BAR and BMA 1. Introduction Bilinear time series model is a class of time series model, which assume both linear and non-linear components of autoregressive moving average processes. The linear part of the bilinear
more » ... rt of the bilinear model is the aggregation of autoregressive and moving average processes, while the non-linear part is the product of the two processes. The general bilinear ANTHONY E. USORO 154 time series model as defined by Kendell and Ord [5]; Bibi and Oyet [1], and Iwueze [4] is ,
doi:10.18642/jsata_7100121822 fatcat:q65rxkc64jb45hzblhiry5uwsi