A note on a simple Markov bilinear stochastic process
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Cited by:
- Aknouche, Abdelhakim, 2015. "Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes," MPRA Paper 69572, University Library of Munich, Germany.
- Cline, Daren B.H., 2007. "Regular variation of order 1 nonlinear AR-ARCH models," Stochastic Processes and their Applications, Elsevier, vol. 117(7), pages 840-861, July.
- Psaradakis, Zacharias, 2006. "Blockwise bootstrap testing for stationarity," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 562-570, March.
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Keywords
Bilinear process ARCH-type errors Markov process Drift criteria Ergodicity Geometric ergodicity Limiting distribution;Statistics
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