On stationarity and \(\beta \)-mixing of periodic bilinear processes
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Publication:2518956
DOI10.1016/j.spl.2008.07.024zbMath1152.62054MaRDI QIDQ2518956
Abdelouahab Bibi, Radia Lessak
Publication date: 21 January 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.07.024
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
62M05: Markov processes: estimation; hidden Markov models
Related Items
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations, On periodic time-varying bilinear processes: structure and asymptotic inference, On general periodic time-varying bilinear processes, Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes, On the Markov-switching bilinear processes: stationarity, higher-order moments and β-mixing
Uses Software
Cites Work
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