2018
DOI: 10.11648/j.ajtas.20180705.13
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Necessary Conditions for Isolation of Special Classes of Bilinear Autoregressive Moving Average Vector (BARMAV) Models

Abstract: Bilinear Autoregressive Moving Average Vector (BARMAV) Models are models aggregated with the linear and non-linear vector components of autoregressive and moving average processes. The linear part is the sum of the two vector processes, while the non-linear part is the product of the processes. From the general BARMAV models, Bilinear Autoregressive Vector (BARV) Models and Bilinear Moving Average Vector (BMAV) Models have been isolated. Under certain conditions, the models are proved to exist. Empirically, Ni… Show more

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