scientific article; zbMATH DE number 1959518

zbMATH Open1016.62102MaRDI QIDQ4416767FDOQ4416767

Authors: T. Subba Rao, Gy. Terdik 

Publication date: 5 August 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stationaritylong range dependencecumulant spectraVolterra expansionsidentification random vectors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited In (16)

• On stationarity and \(\beta \)-mixing of periodic bilinear processes
• Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients.
• Estimation of Periodic Bilinear Time Series Models
• ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES
• Comments on `Fitting continuous-time and discrete-time models using discrete-time data and their application'
• Higher-order accurate polyspectral estimation with flat-top lag-windows
• Multivariate lag-windows and group representations
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• Bilinear time series model as an alternative way of speaker modeling
• Frequency-domain estimation of continuous-time bilinear processes
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• Theory of Bilinear Time Series Models
• Moment method estimation of first-order continuous-time bilinear processes
• Properties of a simple bilinear stochastic model: Estimation and predictability
• Evolutionary transfer functions of bilinear processes with time-varying coefficients

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