- Communications Faculty of Sciences University Ankara Series A1 Mathematics and Statistics
- Cilt: 72 Sayı: 3
- The bispectral representation of Markov switching bilinear models
The bispectral representation of Markov switching bilinear models
Authors : Ahmed Ghezal, Imane Zemmouri
Pages : 857-866
Doi:10.31801/cfsuasmas.1232916
View : 36 | Download : 52
Publication Date : 2023-09-30
Article Type : Research
Abstract :This article formulae for the third-order theoretical moments for superdiagonal and subdiagonal of the Markov-switching bilinear $X_{t}=c(s_{t})X_{t-k}e_{t-l}+e_{t}$, $k,l \\in\\mathrm{N}$, and an expression for the bispectral density function are obtained.Keywords : Markov-switching superdiagonal and subdiagonal bilinear processes, third-order moments, bispectral density function