Bilinear Markovian representation and bilinear models (Q1073524)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bilinear Markovian representation and bilinear models |
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Bilinear Markovian representation and bilinear models (English)
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1985
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An extension of the linear Markovian representation called the bilinear Markovian representation is introduced, and is shown to provide representations of all sub-diagonal bilinear time series models. Some properties of the bilinear Markovian representation are also given.
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invertibility
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minimal representation
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regular processes
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bilinear Markovian representation
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sub-diagonal bilinear time series models
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