A note on the stationarity of a threshold first-order bilinear process

Statistics and Probability Letters

Volumn 40, Issue 4, 1998, Pages 379-384

  Cappuccio, Nunzio ^a   Ferrante, Marco ^a   Fonseca, Giovanni ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

Stationary processes; Threshold bilinear processes

Indexed keywords

EID: 0038378608     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00144-8     Document Type: Article

References (3)

1. Fonseca, G., 1996. Modelli bilineari a soglia (Threshold bilinear models). Laurea Thesis, University of Padova.
2. Meyn, S.P., Tweedie, R.L., 1993. Markov Chains and Stochastic Stability. Springer, London.
3. Pham, T.D., Tran, L.T., 1981. On the first-order bilinear time series model. J. Appl. Probab. 18, 617-628.