On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016): Difference between revisions

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Latest revision as of 20:46, 11 July 2024

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On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing
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    On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (English)
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    27 April 2016
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    Markov-switching bilinear processes
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    stationary
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    ARMA representation
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    geometric egodicity
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    \(\beta\)-mixing
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