Bilinear Markovian representation and bilinear models
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Publication:1073524
DOI10.1016/0304-4149(85)90216-9zbMath0588.62162OpenAlexW2015335309MaRDI QIDQ1073524
Publication date: 1985
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(85)90216-9
invertibilityminimal representationregular processesbilinear Markovian representationsub-diagonal bilinear time series models
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Cites Work
- A note on bilinear time series models
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
- ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS
- On the first-order bilinear time series model
- The Stability of Random Coefficient Autoregressive Models
- Stochastic theory of minimal realization
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