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Properties of some bilinear models with periodic regime switching - MaRDI portal

Properties of some bilinear models with periodic regime switching (Q1771457)

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scientific article; zbMATH DE number 2160017
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English
Properties of some bilinear models with periodic regime switching
scientific article; zbMATH DE number 2160017

    Statements

    Properties of some bilinear models with periodic regime switching (English)
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    21 April 2005
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    Time-varying bilinear models
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    Higher order moments
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    Causality
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    Regularity
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    Invertibility
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