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

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+ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
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+On an independent and identically distributed mixture bilinear time-series model
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+On the Covariance Structure of Time Varying Bilinear Models
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+Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes
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+On stationarity and \(\beta \)-mixing of periodic bilinear processes
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+Strict stationarity of generalized autoregressive processes
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+The \(L^2\)-structures of standard and switching-regime GARCH models
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+Stationarity of multivariate Markov-switching ARMA models
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+On White Noises Driven by Hidden Markov Chains
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+On stationarity and ergodicity of the bilinear model with applications to GARCH models
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+Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching
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+Exact Lyapunov exponent for infinite products of random matrices
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+Markov Chains and Stochastic Stability
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+A non-linear error correction mechanism based on the bilinear model
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+The mixing property of bilinear and generalised random coefficient autoregressive models
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+ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY
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+On stability of nonlinear AR processes with Markov switching
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On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016): Difference between revisions

Latest revision as of 20:46, 11 July 2024

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Mathematics(1 entry)