Stationnarité et inférence asymptotique de modèles bilinéaires périodiques

This Note derives L2-properties and considers estimation of the subclass of completely bilinear and strictly superdiagonal time series models with periodic coefficients. Conditions ensuring stationarity, causality, invertibility and existence of higher-order moments are given. The problem of estimating the parameters is also investigated with an approach based on second and third empirical moments. To cite this article: A. Bibi, A. Gautier, C. R. Acad. Sci. Paris, Ser. I 341 (2005).