A note on the stability and causality of general time-dependent bilinear models
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Publication:2483880
DOI10.1016/j.spl.2005.03.005zbMath1141.62337MaRDI QIDQ2483880
Publication date: 1 August 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.03.005
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60J99: Markov processes
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