CHARACTERISTIC FUNCTIONS OF BILINEAR TIME SERIES MODEL

CHARACTERISTIC FUNCTIONS OF BILINEAR TIME SERIES MODEL

Bilinear time series models are of importance to nonlinear time seriesanalysis.In this paper,the autocovariance function and the relation between linearand general bilinear time series models are derived.With the help of Volterra seriesexpansion,the impulse response function and frequency characteri...

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Veröffentlicht in:东南大学学报：英文版 1993 (1), p.9-13
1. Verfasser: 贾民平 钟秉林 黄仁
Format: Artikel
Sprache:eng
Schlagworte:
analysis
au(?)ance
bilinear
characteristic
expansion
function
Green’s
series
time
Volterra
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Zusammenfassung:Bilinear time series models are of importance to nonlinear time seriesanalysis.In this paper,the autocovariance function and the relation between linearand general bilinear time series models are derived.With the help of Volterra seriesexpansion,the impulse response function and frequency characteristic function of thegeneral bilinear time series model are also derived.
ISSN:1003-7985