Second-order properties for multiple-bilinear models

DOI10.1016/0047-259X(90)90030-LzbMath0715.60048MaRDI QIDQ751717

Gyorgy H. Terdik

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

spectral density functionsecond order propertiesmultiple bilinear time series modelsWiener-Itô spectral representation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• Multiple Wiener-Ito integrals. With applications to limit theorems
• Nonlinear time series and signal processing
• Transfer functions and conditions for stationarity of bilinear models with gaussian residuals
• MULTIPLE BILINEAR TIME SERIES MODELS
• On Wiener–Ito representation and the best linear predictors for bilinear time series
• An Overview of Bilinear System Theory and Applications

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