A note on the third-order moment structure of bilinear model with non-independent shocks.
Portugaliae mathematica, Tome 56 (1999) no. 1, pp. 115-125.

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Keywords: bilinear models, conditional expectation, ergodicity, stationarity, third-order moments
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     title = {A note on the third-order moment structure of bilinear model with non-independent shocks.},
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Martins, C.M. A note on the third-order moment structure of bilinear model with non-independent shocks.. Portugaliae mathematica, Tome 56 (1999) no. 1, pp. 115-125. http://geodesic.mathdoc.fr/item/PORMA_1999__56_1_48268/