An integer-valued bilinear type model

Abstract

A integer-valued bilinear type model is proposed. It can take positive as well as negative values. The existence of the process is established in Lm. In fact, this process is the unique causal solution to an equation that is similar to a classical bilinear type model equation. For the estimation of the parameters, we suggest a quasi-maximum likelihood approach. The estimator is strongly consistent and asymptotically normal