Bilinear markovian representation and bilinear models
- 1 September 1985
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 20 (2) , 295-306
- https://doi.org/10.1016/0304-4149(85)90216-9
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELSJournal of Time Series Analysis, 1983
- A note on bilinear time series modelsStochastic Processes and their Applications, 1982
- Random Coefficient Autoregressive Models: An IntroductionPublished by Springer Nature ,1982
- On the first-order bilinear time series modelJournal of Applied Probability, 1981
- On the Theory of Bilinear Time Series ModelsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1981
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processesAnnals of the Institute of Statistical Mathematics, 1974
- Stochastic theory of minimal realizationIEEE Transactions on Automatic Control, 1974