Identification of stable elementary bilinear time-series model

DOI10.1515/acsc-2016-0032zbMath1446.93018OpenAlexW2574929599MaRDI QIDQ4971691

Łukasz Maliński

Publication date: 12 October 2020

Published in: Archives of Control Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/acsc-2016-0032

zbMATH Keywords

identificationtime-seriesbilinear model

Mathematics Subject Classification ID

System identification (93B30) Nonlinear systems in control theory (93C10)

Cites Work

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• On stationarity and ergodicity of the bilinear model with applications to GARCH models
• Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices
• ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL
• Parameter Estimation and Subset Selection for Separable lower Triangular Bilinear Models

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