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

DOI10.1080/03610926.2020.1726390MaRDI QIDQ5079129OpenAlexFDO

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)

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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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