Periodic integer-valued bilinear time series model
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DOI: 10.1080/03610926.2015.1014107
Abstract: ABSTRACT This paper deals with the study of some probabilistic and statistical properties of a periodic integer-valued diagonal bilinear model. The existence of a periodically strict stationary integer-valued process is shown. Sufficient conditions for the… read more here.
Keywords: bilinear time; integer; integer valued; valued bilinear ... See more keywords