Cappuccio, Nunzio; Ferrante, Marco; Fonseca, Giovanni - In: Statistics & Probability Letters 40 (1998) 4, pp. 379-384
In the present note we study the threshold first-order bilinear model X(t)=aX(t-1)+(b11{X(t-1)c}+b21{X(t-1)[greater-or-equal, slanted]c})X(t-1)e(t-1)+e(t), t[epsilon]N where {e(t), t[epsilon]N} is a sequence of i.i.d. absolutely continuous random variables, X(0) is a given random variable and a,...
