右上角双线性时间序列模型的一阶渐近稳定性

The first-order asymptotic stability of the upper righthand triangular bilinear time series modes

本文研究右上角双线性时间序列模型：的一阶渐近稳定性，其中｛ｅｔ｝是独立随机序列，且Ｅ＜＋，Ｅ（ｅｔ）＝Ｅ（ｅ３ｔ）＝０，Ｅ（ｅ２ｔ）＝．我们获得极限向量ｕ＝ｌｉｍ（Ｅ（Ｘ），Ｅ（Ｘｅｔ－１），存在的条件及其表达式，其中Ｘｔ＝（ｘｔ，ｘｔ－１ｒ＝ｍａｘ（ｐ，ｎ，ｍ）。

The paper investigats the first-order asymptotic stability of upper righthand triangular bilinear time series models , where is an independent random variables sequence with E. E(et)=E (e3t)=0, and E(e2t)=2.We obtain the conditions for existence of limit vector u=lim(E(Xt),E(Xe- 1),…,E(Xe-n)r. and its expression, in which Xt=(xt,xt-1,…, xt-r+1) r=max(p,n,m).