On general periodic time-varying bilinear processes (Q429167): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2011.11.013
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+W2084073546
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+Periodic stationarity of random coefficient periodic autoregressions
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+Regular variation of GARCH processes.
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+On stationarity and \(\beta \)-mixing of periodic bilinear 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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+On stationarity and ergodicity of the bilinear model with applications to GARCH models
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