| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5060428 | Economics Letters | 2012 | 5 Pages |
Abstract
⺠We study in this note the class of bilinear processes with periodic time-varying coefficients. ⺠We give conditions ensuring the existence of strict and second order stationary solutions. ⺠The given conditions can be applied to periodic ARMA or periodic GARCH models. ⺠CLT and LIL for higher order sample moments are showed.
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Economics and Econometrics
Authors
Abdelouahab Bibi, Ines Lescheb,