논문KCI 등재
A study on some periodic time varying bilinear model
대한수학회 (The Korean Mathematical Society)|2006.04|대한수학회논문집 (Communications of the KMS)|제21권 제2호|pp. 375-384
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Abstract
We consider a class of bilinear models with periodic regimeswitching and find easy-to-check sufficient conditions thatensures the existence of a stationary process obtained from givendifference equation. Existence of a higher order moments isexamined.
참고문헌 (8)
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- "On the theory of bilinear timeseries models", pp.244~ (1981)
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