DOI QR코드

DOI QR Code

A STUDY ON SOME PERIODIC TIME VARYING BILINEAR MODEL

  • Ha Seung-Yeon (Department of Statistics Ewha Womans University) ;
  • Lee Oe-Sook (Department of Statistics Ewha Womans University)
  • 발행 : 2006.04.01

초록

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.

키워드

참고문헌

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