Stability analysis of the first-order periodic autoregressive diagonal bilinear model

DOI10.1515/ROSE-2014-0015zbMATH Open1429.62379OpenAlexW1997848243MaRDI QIDQ742066

Wissem Bentarzi, Abdelhakim Aknouche

Publication date: 17 September 2014

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2014-0015

zbMATH Keywords

invertibilitystrict periodic stationarityhigher-order periodic stationarityPARMA autocovariance structureperiodic diagonal bilinear models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Limit theorems in probability theory (60F99)

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