Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis is popular PDF and ePub book, written by György Terdik in 1999-07-30, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis can be Read Online from any device for your convenience.
Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis Book PDF Summary
"Ninety percent of inspiration is perspiration. " [31] The Wiener approach to nonlinear stochastic systems [146] permits the representation of single-valued systems with memory for which a small per turbation of the input produces a small perturbation of the output. The Wiener functional series representation contains many transfer functions to describe entirely the input-output connections. Although, theoretically, these representations are elegant, in practice it is not feasible to estimate all the finite-order transfer functions (or the kernels) from a finite sam ple. One of the most important classes of stochastic systems, especially from a statistical point of view, is the case when all the transfer functions are determined by finitely many parameters. Therefore, one has to seek a finite-parameter nonlinear model which can adequately represent non linearity in a series. Among the special classes of nonlinear models that have been studied are the bilinear processes, which have found applica tions both in econometrics and control theory; see, for example, Granger and Andersen [43] and Ruberti, et al. [4]. These bilinear processes are de fined to be linear in both input and output only, when either the input or output are fixed. The bilinear model was introduced by Granger and Andersen [43] and Subba Rao [118], [119]. Terdik [126] gave the solution of xii a lower triangular bilinear model in terms of multiple Wiener-It(') integrals and gave a sufficient condition for the second order stationarity. An impor tant.
Detail Book of Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis PDF
- Author : György Terdik
- Release : 30 July 1999
- Publisher : Springer
- ISBN : 0387988726
- Genre : Mathematics
- Total Page : 0 pages
- Language : English
- PDF File Size : 19,8 Mb
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