Frequency-domain estimation of continuous-time bilinear processes

DOI10.1007/S40304-019-00196-1MaRDI QIDQ2063073zbMATH OpenOpenAlexFDO

Authors Abdelouahab Bibi, Fateh Merahi

Publication date 10 January 2022

Published in Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40304-019-00196-1

zbMATH Keywords

asymptotic normalityconsistencycontinuous-time bilinear processesWhittle estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited in

(4)

• Estimation of unknown parameters of an almost periodic signal from controlled bilinear observations
• Frequency Interval Cross Gramians for Linear and Bilinear Systems
• FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS
• scientific article; zbMATH DE number 734835 (Why is no real title available?)

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