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On the existence of stationary threshold bilinear processes - MaRDI portal

On the existence of stationary threshold bilinear processes (Q6581351)

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scientific article; zbMATH DE number 7889375
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On the existence of stationary threshold bilinear processes
scientific article; zbMATH DE number 7889375

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    On the existence of stationary threshold bilinear processes (English)
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    30 July 2024
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    bilinear model
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    \textit{SET BL} model
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    \textit{ARMA} representation
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    stationarity
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    invertibility
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    geometric ergodicity
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