On the Markov-switching bilinear processes: stationarity, higher-order moments and β-mixing
Author:
Affiliation:
1. Département de Mathématiques, Université Constantine(1), Constantine, Algeria
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2015.1019881
Reference26 articles.
1. ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
2. On an independent and identically distributed mixture bilinear time-series model
3. On the Covariance Structure of Time Varying Bilinear Models
4. Stationnarité et β-mélange des processus bilinéaires généraux à changement de régime markovien
5. On stationarity and -mixing of periodic bilinear processes
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