most citedThe Taylor property in non-negative bilinear models

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math.PR2014★ 2 cited

The Taylor property in non-negative bilinear models

Esmeralda Gonçalves, Cristina Martins, Nazaré Mendes-Lopes

The aim of this paper is to discuss the presence of the Taylor property in the class of non-negative simple bilinear models. Considering strictly and weakly stationary models, we d…