On the Covariance Structure of Time Varying Bilinear Models

DOI10.1081/SAP-120017531zbMath1017.62074MaRDI QIDQ4795539

Abdelouahab Bibi

Publication date: 24 February 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

regularity; ergodicity; central limit theorem; quasi-stationary processes

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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