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A STUDY ON SOME PERIODIC TIME VARYING BILINEAR MODEL

  • Ha Seung-Yeon ;
  • Lee Oe-Sook
  • Published : 2006.04.01

Abstract

We consider a class of bilinear models with periodic regime switching and find easy-to-check sufficient conditions that ensures the existence of a stationary process obtained from given difference equation. Existence of a higher order moments is examined.

Keywords

periodic time varying bilinear model;top Lyapounov exponent;stationarity;moments

References

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