Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024)
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scientific article; zbMATH DE number 5264468
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| English | Properties of a simple bilinear stochastic model: Estimation and predictability |
scientific article; zbMATH DE number 5264468 |
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Properties of a simple bilinear stochastic model: Estimation and predictability (English)
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16 April 2008
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bilinear
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multiplicative noise
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estimation
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prediction
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nonlinear dependence
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fat-tail distributions
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sensitive dependence on initial conditions
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Volterra discrete series
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0.7247435450553894
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0.7129196524620056
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