Add to ORKGAbstract: In this paper, we study the similarities and dissimilarities between a purely diagonal bilinear process of order one [PDB(1)] and a moving average process of order one [MA(1)] by comparing their first, second and fourth order moments. The well known similarity between their covariance structure was discovered to be true only when 16.00 1 << ρ. With respect to the fourth moments, the PDB(1) process identifies as an autoregressive moving average process of order 11 = = qand
In the present note we study the threshold first-order bilinear model X(t) = aX(t - 1) + (b(1) 1({x(...
In this note, we present conditions for the existence and uniqueness of stable causal solution for b...
This paper is concerned with extensions of the classical Mařenko-Pastur law to time series. Specific...
In this paper the modeling of super diagonal bilinear moving average time series models are consider...
Abstract: Considering the similarity in the behaviour of the first order purely diagonal bilinear ti...
In this practicum, we study the properties of a special case of the general bilinear model. The gene...
Graduation date: 1988In engineering, biology, ecology, medicine, economics and social\ud science, so...
AbstractAn extension of the linear Markovian repsentation called the bilinear Markovian representati...
A new class of time series models known as Generalized Autoregressive of order one with first-order ...
The models of stochastic subordination, or random time indexing, has been recently applied to model ...
AbstractThe paper concerns the bilinear stochastic models generated by Gaussian white noise processe...
AbstractThe paper gives sufficient conditions for the absolute regularity of bilinear models. Our ap...
The output of a causal, stable, time-invariant nonlinear filter can be approximately represented by ...
For the bilinear time series Xt=βX(t-k)e(t-l)+e(v1)k≥l, formulas for the first k-1 autocorrelations ...
The paper gives sufficient conditions for the absolute regularity of bilinear models. Our approach i...
In the present note we study the threshold first-order bilinear model X(t) = aX(t - 1) + (b(1) 1({x(...
In this note, we present conditions for the existence and uniqueness of stable causal solution for b...
This paper is concerned with extensions of the classical Mařenko-Pastur law to time series. Specific...
In this paper the modeling of super diagonal bilinear moving average time series models are consider...
Abstract: Considering the similarity in the behaviour of the first order purely diagonal bilinear ti...
In this practicum, we study the properties of a special case of the general bilinear model. The gene...
Graduation date: 1988In engineering, biology, ecology, medicine, economics and social\ud science, so...
AbstractAn extension of the linear Markovian repsentation called the bilinear Markovian representati...
A new class of time series models known as Generalized Autoregressive of order one with first-order ...
The models of stochastic subordination, or random time indexing, has been recently applied to model ...
AbstractThe paper concerns the bilinear stochastic models generated by Gaussian white noise processe...
AbstractThe paper gives sufficient conditions for the absolute regularity of bilinear models. Our ap...
The output of a causal, stable, time-invariant nonlinear filter can be approximately represented by ...
For the bilinear time series Xt=βX(t-k)e(t-l)+e(v1)k≥l, formulas for the first k-1 autocorrelations ...
The paper gives sufficient conditions for the absolute regularity of bilinear models. Our approach i...
In the present note we study the threshold first-order bilinear model X(t) = aX(t - 1) + (b(1) 1({x(...
In this note, we present conditions for the existence and uniqueness of stable causal solution for b...
This paper is concerned with extensions of the classical Mařenko-Pastur law to time series. Specific...