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A note on stationarity of the MTAR process on the boundary of the stationarity region

✍ Scribed by Oesook Lee; Dong Wan Shin

Book ID
117332108
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
52 KB
Volume
73
Category
Article
ISSN
0165-1765

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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