Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024)

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    Properties of a simple bilinear stochastic model: Estimation and predictability
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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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