On general periodic time-varying bilinear processes

被引：3
|
作者：
Bibi, Abdelouahab
Lescheb, Ines
机构：
[1] Département de Mathématiques, Université Mentouri Constantine
来源：
ECONOMICS LETTERS | 2012年 / 114卷 / 03期
关键词：
Periodic models; Bilinear processes; Periodic bilinear processes; STATIONARITY;
D O I：
10.1016/j.econlet.2011.11.013
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We study in this note the class of bilinear processes with periodic time-varying coefficients. We give necessary and sufficient conditions ensuring the existence of strict and second order stationary solutions (in periodic sense) and for the existence of higher order moments. The given conditions can be applied to periodic ARMA or periodic GARCH models. The central limit theorem and the law of iterated logarithm (LIL) for higher order sample moments are showed. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码：353 / 357
页数：5
相关论文
共 50 条
  • [1] On periodic time-varying bilinear processes: structure and asymptotic inference
    Bibi, Abdelouahab
    Ghezal, Ahmed
    [J]. STATISTICAL METHODS AND APPLICATIONS, 2016, 25 (03): : 395 - 420
  • [2] On periodic time-varying bilinear processes: structure and asymptotic inference
    Abdelouahab Bibi
    Ahmed Ghezal
    [J]. Statistical Methods & Applications, 2016, 25 : 395 - 420
  • [3] QMLE of periodic time-varying bilinear- GARCH models
    Bibi, Abdelouahab
    Ghezal, Ahmed
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 48 (13) : 3291 - 3310
  • [4] Evolutionary transfer functions of bilinear processes with time-varying coefficients
    Bibi, A.
    [J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2006, 52 (3-4) : 331 - 338
  • [5] Time-varying regular bilinear systems
    Bounit, Hamid
    Idrissi, Abdelali
    [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2008, 47 (03) : 1097 - 1126
  • [6] Identification of time-varying bilinear systems
    Meddeb, S
    Tourneret, JY
    Castanie, F
    [J]. NINTH IEEE SIGNAL PROCESSING WORKSHOP ON STATISTICAL SIGNAL AND ARRAY PROCESSING, PROCEEDINGS, 1998, : 160 - 163
  • [7] Asymptotic Rejection of General Periodic Disturbances Time-Varying Gains
    Chen, P.
    Qin, H.
    [J]. PROCEEDINGS OF THE 10TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA 2012), 2012, : 1591 - 1596
  • [8] Periodic use of time-varying state feedbacks for the receding horizon control of bilinear systems
    Young Il Lee
    Basil Kouvaritakis
    Mark Cannon
    [J]. International Journal of Control, Automation and Systems, 2009, 7 : 151 - 155
  • [9] Periodic Use of Time-Varying State Feedbacks for the Receding Horizon Control of Bilinear Systems
    Lee, Young Il
    Kouvaritakis, Basil
    Cannon, Mark
    [J]. INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 2009, 7 (01) : 151 - 155
  • [10] Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes
    Bibi, Abdelouahab
    Merahi, Fateh
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2020, 49 (16) : 4046 - 4072
12345