Abstract.We provide a stochastic proof of the inequality ρ(A⊗A+B⊗B) ≥ρ(A⊗A), where ρ(M) denotes the spectral radius of any square matrixM, i.e. max{eigenvalues ofM}, andM⊗Ndenotes the Kronecker product of any two matricesMandN.The inequality is then used to show that stationarity of the bilinear modelwill imply stationarity of the linear part, i.e. the linear ARMA modelforr= 1 andq= 1. Furthermore, it is shown that stationarity of the subdiagonal model, i.e. the bilinear model withbij=0 fori展开▼
