On some distributional properties of a first-order nonnegative bilinear time series model

DOI10.1239/jap/1005091030zbMath0993.60038OpenAlexW2022972621MaRDI QIDQ2774443

Howell Tong, Zhi-Qiang Zhang

Publication date: 15 September 2002

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1005091030

zbMATH Keywords

tail behaviourkey renewal theorembilinear time-series modelessential lower boundessential upper bound

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sample path properties (60G17)

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