On periodic bilinear processes
نویسنده
چکیده
RÉSUMÉ. ABSTRACT. This paper analyses the probabilistic structure of a subclass of periodic bilinear time series. The proposed class of stochastic processes, of which the linear model is a special case, is based on a generalized autoregressive representation. Under general and tractable assumptions, we examine the periodic stationarity, the existence of higher order moments and the geometric ergodicity of the periodic bilinear models.
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عنوان ژورنال:
- Stud. Inform. Univ.
دوره 9 شماره
صفحات -
تاریخ انتشار 2011