Title of article :
Evolutionary transfer functions of bilinear processes with time-varying coefficients
Author/Authors :
A. Bibi، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2006
Abstract :
The aim of this paper is to construct the time-varying transfer function systems for bilinear time series models with time-varying coefficient. Recursive formulae are given for time varying symmetrized transfer functions.
Keywords :
Multiple Wiener-Itô integral , Nonlinear models , Bilinear models , Wiener models , Time-varying bilinear processes
Journal title :
Computers and Mathematics with Applications
Journal title :
Computers and Mathematics with Applications
