Evolutionary transfer functions of bilinear processes with time-varying coefficients

DOI10.1016/J.CAMWA.2006.08.023MaRDI QIDQ2426028zbMATH OpenOpenAlexFDO

Authors 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 modelsbilinear modelstime-varying bilinear processesmultiple Wiener-Itô integral

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1066381 (Why is no real title available?)
• scientific article; zbMATH DE number 1959518 (Why is no real title available?)
• scientific article; zbMATH DE number 194951 (Why is no real title available?)
• A non-linear error correction mechanism based on the bilinear model
• A note on the properties of some time varying bilinear models.
• An introduction to bispectral analysis and bilinear time series models
• Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach
• Multiple Wiener-Itô integrals. With applications to limit theorems
• Nonlinear time series and signal processing
• On the Covariance Structure of Time Varying Bilinear Models
• Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• Transfer functions and conditions for stationarity of bilinear models with gaussian residuals

Cited in

(4)

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

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