Bibi, Abdelouahab; Oyet, Alwell J. - In: Statistics & Probability Letters 58 (2002) 4, pp. 399-411
In this note, a sufficient condition is given for the existence and uniqueness of a stable causal solution for bilinear time series with time-varying coefficients; also some conditions for invertibility and the optimal prediction procedure are given. The notions of controllability, observability...