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A note on a simple Markov bilinear stochastic process

โœ Scribed by Daren B.H. Cline; Huay-min H. Pu

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
100 KB
Volume
56
Category
Article
ISSN
0167-7152

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A note on the stationarity of a threshol
A note on the stationarity of a threshold first-order bilinear process
โœ Nunzio Cappuccio; Marco Ferrante; Giovanni Fonseca ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 312 KB

In the present note we study the threshold first-order bilinear model where {e(t), t E ~} is a sequence of i.i.d, absolutely continuous random variables, X(0) is a given random variable and a, bL, b2 and c are real numbers. Under suitable conditions on the coefficients and lower semicontinuity of t