DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS (Q3799522)
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English | 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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