Communications of the
Korean Mathematical Society
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ISSN(Print) 1225-1763
ISSN(Online) 2234-3024
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Commun. Korean Math. Soc. 2006; 21(2): 363-374
Printed June 1, 2006
Copyright © The Korean Mathematical Society.
The bivariate $F_3$-beta distribution
Saralees Nadarajah
University of Nebraska
We consider a class of bilinear models with periodic regime switching and find easy-to-check sufficient conditions that ensures the existence of a stationary process obtained from given difference equation. Existence of a higher order moments is examined.
Keywords: periodic time varying bilinear model, top Lyapounov exponent, stationarity, moments
MSC numbers: 60G10
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