Philip Hans Franses, “Model‐based forecast adjustment: With an illustration to inflation”, Journal of Forecasting, 38, № 2, 2019, 73
Roberto Leon-Gonzalez, Fuyu Yang, “Bayesian inference and forecasting in the stationary bilinear model”, Communications in Statistics - Theory and Methods, 46, № 20, 2017, 10327
Daisuke Nagakura, “Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process”, Journal of Statistical Planning and Inference, 139, № 8, 2009, 2731
Daniel O. Cajueiro, Benjamin M. Tabak, “Testing for rational bubbles in banking indices”, Physica A: Statistical Mechanics and its Applications, 366, 2006, 365
Christian Francq, Svetlana Makarova, Jean-Michel Zakoı¨an, “A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test”, Journal of Econometrics, 142, № 1, 2008, 312
Benjamin M. Tabak, “Testing for unit root bilinearity in the Brazilian stock market”, Physica A: Statistical Mechanics and its Applications, 385, № 1, 2007, 261
T. Androshchuk, “Asymptotic behavior of a bilinear model with fractional gaussian noise. Euler’s scheme with small perturbations”, J Math Sci, 147, № 4, 2007, 6847
Applied Time Series Analysis, 2019, 315