On stationarity and -mixing of periodic bilinear processes-Reference-Cited by-同舟云学术

On stationarity and -mixing of periodic bilinear processes

Published:2009-01 Issue:1 Volume:79 Page:79-87
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Bibi Abdelouahab,Lessak Radia

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference16 articles.

1. On the covariance structure of the time-varying bilinear models;Bibi;Stoch. Anal. Appl.,2003

2. Propriétés dans L2 et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques;Bibi;Canad. J. Statist.,2006

3. Estimation of periodic bilinear time series models;Bibi;Commun. Stat. Theory Methods,2006

4. Bibi, A., Aknouche, A., 2007. On some probabilistic properties of periodic GARCH processes. Available at: http://arxiv.org/PS_cache/arxiv/pdf/0709/0709.2983v1.pdf

5. Strict stationarity of generalized autoregressive processes;Bougerol;Ann. Probab.,1992

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1. QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations;Kybernetika;2018-05-10

2. Bayesian inference and forecasting in the stationary bilinear model;Communications in Statistics - Theory and Methods;2016-10-12

3. On periodic time-varying bilinear processes: structure and asymptotic inference;Statistical Methods & Applications;2015-11-16

4. On the Markov-switching bilinear processes: stationarity, higher-order moments and β-mixing;Stochastics;2015-06-04

5. On general periodic time-varying bilinear processes;Economics Letters;2012-03