Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients.

DOI10.1080/03610926.2020.1726390OpenAlexW3008622719MaRDI QIDQ5079129FDOQ5079129

Authors: Fateh Merahi, Abdelouahab Bibi 

Publication date: 25 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1726390

zbMATH Keywords

continuous-time bilinear processesTaylor propertyWiener-Itô representationevolutionary transfer functions

Mathematics Subject Classification ID

Statistics (62-XX) Convergence and divergence of series and sequences (40A05) Singular nonlinear integral equations (45G05) Approximation to limiting values (summation of series, etc.) (40A25)

Cites Work

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• The Taylor property in bilinear models
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Cited In (1)

• On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs

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