Drost, Feike C.; van den Akker, Ramon; Werker, Bas J.M. - In: Statistics & Probability Letters 78 (2008) 8, pp. 992-996
This note reconsiders the nonnegative integer-valued bilinear processes introduced by Doukhan et al. [Doukhan, P., Latour, A., Oraichi, D., 2006. A simple integer-valued bilinear time series model. Adv. Appl. Prob. 38, 559-578]. Using a hidden Markov argument, we extend their result of the...
