{"title":"The bispectral representation of Markov switching bilinear models","authors":"Ahmed GHEZAL, Imane ZEMMOURİ","doi":"10.31801/cfsuasmas.1232916","DOIUrl":null,"url":null,"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.","PeriodicalId":44692,"journal":{"name":"Communications Faculty of Sciences University of Ankara-Series A1 Mathematics and Statistics","volume":"83 1","pages":"0"},"PeriodicalIF":0.7000,"publicationDate":"2023-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications Faculty of Sciences University of Ankara-Series A1 Mathematics and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.31801/cfsuasmas.1232916","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
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.
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