Evolutionary transfer functions of bilinear processes with time-varying coefficients

DOI10.1016/j.camwa.2006.08.023zbMath1141.93406OpenAlexW2013303648MaRDI QIDQ2426028

Yanyan Li

Publication date: 17 April 2008

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2006.08.023

zbMATH Keywords

nonlinear modelsWiener modelsmultiple Wiener-Itô integralbilinear modelstime-varying bilinear processes

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03) Time series analysis of dynamical systems (37M10)

Related Items (3)

Spectral analysis for GARCH processes through a bilinear representation ⋮ On stationarity and second-order properties of bilinear random fields ⋮ Further results for robust stability of homogeneous large-scale bilinear systems with time delays and uncertainties

Cites Work

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• Transfer functions and conditions for stationarity of bilinear models with gaussian residuals
• On the Covariance Structure of Time Varying Bilinear Models
• Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques

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