A note on the stationarity of a threshold first-order bilinear process

Nunzio Cappuccio, Marco Ferrante and Giovanni Fonseca

Statistics & Probability Letters, 1998, vol. 40, issue 4, 379-384

Abstract: In the present note we study the threshold first-order bilinear model X(t)=aX(t-1)+(b11{X(t-1)

Keywords: Threshold; bilinear; processes; Stationary; processes (search for similar items in EconPapers)
Date: 1998
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