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Can I read On Stationarity and -Mixing of Periodic Bilinear Processes on EtoBox?
On Stationarity and -Mixing of Periodic Bilinear Processes by Abdelouahab Bibi; Radia Lessak is a Mathematics article available to read on EtoBox.
What is On Stationarity and -Mixing of Periodic Bilinear Processes about?
This paper studies some probabilistic properties of periodic bilinear processes. In these nonlinear models, the parameters are allowed to switch between different regimes. Stationarity and geometric ergodicity conditions (in periodic sense) are given under general and tractable assumptions. We use these results to give necessary and sufficient conditions for stationarity of specific periodic GARCH processes which can be written as a periodic bilinear models. Moreover, it is shown that local stationarity i.e., stationarity within each regime, is not necessary to obtain global stationarity.
Who reads On Stationarity and -Mixing of Periodic Bilinear Processes?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Abdelouahab Bibi; Radia Lessak
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-7152)
- Published
- 2009
- Language
- EN
- Field
- Mathematics (Physical Sciences)