| CHARACTERISTIC FUNCTIONS OF BILINEAR TIME SERIES MODEL |
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| 引用本文： | 贾民平,钟秉林,黄仁. CHARACTERISTIC FUNCTIONS OF BILINEAR TIME SERIES MODEL[J]. 东南大学学报, 1993, 0(1) |
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| 作者姓名： | 贾民平 钟秉林 黄仁 |
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| 作者单位： | Department of Mechanical Engineering，Department of Mechanical Engineering，Department of Mechanical Engineering |
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| 摘 要： | 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.
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CHARACTERISTIC FUNCTIONS OF BILINEAR TIME SERIES MODEL |
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| Jia Minping Zhong Binglin Huang Ren. CHARACTERISTIC FUNCTIONS OF BILINEAR TIME SERIES MODEL[J]. Journal of Southeast University(English Edition), 1993, 0(1) |
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| Authors: | Jia Minping Zhong Binglin Huang Ren |
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| Affiliation: | Department of Mechanical Engineering |
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| Abstract: | Bilinear time series models are of importance to nonlinear time series analysis.In this paper,the autocovariance function and the relation between linear and general bilinear time series models are derived.With the help of Volterra series expansion,the impulse response function and frequency characteristic function of the general bilinear time series model are also derived. |
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| Keywords: | time series analysis bilinear characteristic function Volterra series expansion Green's function au(?)ance function |
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