On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing |
scientific article |
Statements
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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