Conditions for the existence of stationary and causal space-time bilinear model and central limit theorem Online publication date: Tue, 23-Dec-2014
by Soumia Kharfouchi; Houda Mehri
International Journal of Mathematics in Operational Research (IJMOR), Vol. 4, No. 6, 2012
Abstract: In this paper, we present a spatio-temporal model that provides a spatial structure to bilinear processes. The organisation of the paper is as follows: in Section 2, we introduce some definitions and recall some results about space-time bilinear models. In Section 3, we establish, under the minimal set of assumptions, the existence and time stationarity of Xt(u). Our main result is given the Section 4, where a Central Limit Theorem (CLT) is obtained. In Section 5, we give some simple examples.
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