Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients.
DOI10.1080/03610926.2020.1726390OpenAlexW3008622719MaRDI QIDQ5079129
Abdelouahab Bibi, Fateh Merahi
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
Wiener-Itô representationcontinuous-time bilinear processesTaylor propertyevolutionary transfer functions
Statistics (62-XX) Convergence and divergence of series and sequences (40A05) Approximation to limiting values (summation of series, etc.) (40A25) Singular nonlinear integral equations (45G05)
Related Items (1)
Cites Work
- The theory of differential equations. Classical and qualitative
- Multiple Wiener-Ito integrals. With applications to limit theorems
- Gaussian and their subordinates self-similar random generalized fields
- Bilinear stochastic systems with fractional Brownian motion input
- A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
- The Taylor property in non-negative bilinear models
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients.