A class of stochastic unit-root bilinear processes: mixing properties and unit-root test
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(7)- Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept
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- On an independent and identically distributed mixture bilinear time-series model
- Inconsistency of the MLE and inference based on weighted LS for LARCH models
- Recursive online EM estimation of mixture autoregressions
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