关键词: 双线性, 自协方差, 三阶矩;谱密度, 双谱密度

Abstract:

Lower triangular bilinear time series, including its special cases, has been studied by several workers.According to the second order structure(i.e., autovariance and spectral density), it is similar to an ARMA model. But the third order structure (the third order moments and bispectral density), which characterizes the model, is rather complicated and tedious and the authors  have not seen the relatedresultsin  literature. In this context, both the approximate third order moments and bispectral density have been obtained. In particular, for the separable lower triangular bilinear time series model, the corresponding results have been significantly simplified.

Key words: Bilinear, Autocovariance, The thirdorder moments, Spectral density, Bispectral density