On stationarity and \(\beta \)-mixing of periodic bilinear processes

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

Mathematics Subject Classification ID

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

• partsm

Cites Work

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