DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS (Q3799522): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00003.x / rank
 
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Property / OpenAlex ID: W2007366603 / rank
 
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Latest revision as of 18:45, 18 June 2024

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DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS
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    DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS (English)
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    1987
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    Wiener decomposition
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    bilinear time series models
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    decomposition
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    Wiener chaos
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    Volterra series
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    Markovian representation
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    diagonal and superdiagonal bilinear models
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    \(\ell \)-representations of the subdiagonal models
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    polynomial state affine representation
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    uniqueness of solutions
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    existence of a stationary solution
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    moments
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