Some example of modelling with super-diagonal bilinear moving average time series

Abstract

In this paper the modeling of super diagonal bilinear moving average time series models are considered. Other determination of bilinear models based on the observed covariance structure of the data is pointed out. Linear and bilinear moving average models that have identical covariance structure are fitted to both simulated and real-time series data. Forecasts obtained for stationary and invertible linear and bilinear models are compared

Journal of the Nigerian Association of Mathematical Physics Vol. 8 2004: pp. 125-130