A note on the stationarity of a threshold first-order bilinear process. Cappuccio, N., Ferrante, M., & Fonseca, G. Statistics & Probability Letters, 40(4):379--384, 1998.
A note on the stationarity of a threshold first-order bilinear process [link]Paper  bibtex   
@article{Cappuccio1998,
  added-at = {2008-04-23T22:05:04.000+0200},
  author = {Cappuccio, Nunzio and Ferrante, Marco and Fonseca, Giovanni},
  biburl = {http://www.bibsonomy.org/bibtex/2a64a94e4f49ddfe879ee6b71344b57b7/smicha},
  day = 15,
  interhash = {20cbebf24ebd0452b37424cbbf67ba6b},
  intrahash = {a64a94e4f49ddfe879ee6b71344b57b7},
  journal = {Statistics \& Probability Letters},
  keywords = {processes bilinear Threshold},
  month = Nov,
  number = 4,
  pages = {379--384},
  timestamp = {2008-04-23T22:09:26.000+0200},
  title = {A note on the stationarity of a threshold first-order bilinear process},
  url = {http://www.sciencedirect.com/science/article/B6V1D-3VMW8F6-B/1/17d18d3246f7e3904aaf2b2afcce08cb},
  volume = 40,
  year = 1998
}
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