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zbMath0611.62111MaRDI QIDQ3750861

Dominique Guégan

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

bilinear models bilinear time series l-Markovian representation nonlinear generalization of the ARMA models state affine representation sufficient condition of existence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems in control theory (general) (93E03)

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