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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