DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS (Q3799522)

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DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS
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    DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS (English)
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    1987
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    Wiener decomposition
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    bilinear time series models
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    decomposition
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    Wiener chaos
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    Volterra series
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    Markovian representation
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    diagonal and superdiagonal bilinear models
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    \(\ell \)-representations of the subdiagonal models
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    polynomial state affine representation
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    uniqueness of solutions
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    existence of a stationary solution
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    moments
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