On general periodic time-varying bilinear processes

DOI10.1016/J.ECONLET.2011.11.013zbMATH Open1239.62103OpenAlexW2084073546MaRDI QIDQ429167FDOQ429167

Authors: Abdelouahab Bibi, Ines Lescheb 

Publication date: 26 June 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.11.013

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

• Bilinear Markovian representation and bilinear models
• Title not available (Why is that?)
• Strict stationarity of generalized autoregressive processes
• Title not available (Why is that?)
• Regular variation of GARCH processes.
• The stochastic equation Y_n+1=A_nY_n + B_n with stationary coefficients
• On stationarity and \(\beta \)-mixing of periodic bilinear processes
• On stationarity and ergodicity of the bilinear model with applications to GARCH models
• Estimation of Periodic Bilinear Time Series Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Periodic stationarity of random coefficient periodic autoregressions
• Title not available (Why is that?)

Cited In (13)

• Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques
• On stationarity and \(\beta \)-mixing of periodic bilinear processes
• Stationarity and asymptotic inference of some periodic bilinear models.
• QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations.
• A STUDY ON SOME PERIODIC TIME VARYING BILINEAR MODEL
• Periodic stationarity of random coefficient periodic autoregressions
• On periodic time-varying bilinear processes: structure and asymptotic inference
• On the theory of periodic multivariate INAR processes
• Properties of some bilinear models with periodic regime switching
• A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
• Certain periodically correlated multicomponent locally stationary processes
• Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes
• On the Covariance Structure of Time Varying Bilinear Models

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