On general periodic time-varying bilinear processes

DOI10.1016/j.econlet.2011.11.013zbMath1239.62103OpenAlexW2084073546MaRDI QIDQ429167

Abdelouahab Bibi, Ines Lescheb

Publication date: 26 June 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.11.013

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (2)

QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations ⋮ Certain Periodically Correlated Multicomponent Locally Stationary Processes

Cites Work

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• Periodic stationarity of random coefficient periodic autoregressions
• Bilinear Markovian representation and bilinear models
• Strict stationarity of generalized autoregressive processes
• Regular variation of GARCH processes.
• On stationarity and \(\beta \)-mixing of periodic bilinear processes
• On stationarity and ergodicity of the bilinear model with applications to GARCH models
• Estimation of Periodic Bilinear Time Series Models
• The stochastic equation Y_n+1=A_nY_n + B_n with stationary coefficients

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