Title

Identification of stable elementary bilinear time-series model

Journal title

Archives of Control Sciences

Yearbook

2016

Numer

No 4

Authors

Maliński, Łukasz

Divisions of PAS

Nauki Techniczne

Publisher

Committee of Automatic Control and Robotics PAS

Date

2016

Identifier

ISSN 1230-2384

References

GOOIJGER (1987), Higher order moments of bilinear time series processes with symmetrically distributed errors In Proc of the Second Int Tempere Conf in, Statistics, 467. ; HRISTOVA (2005), Maximum likelihood estimation of a unit root bilinear model with application to prices Studies in Nonlinear Dynamics and, Econometrics, 9, 56. ; SUBBA RAO (1981), On the theory of bilinear time series models of the Royal Statistical, Society, 44, 244. ; GUEGAN (1989), A note on the estimation of the parameters of the diagonal bilinear model by method of least squares Scandinavian of, Statistics, 16, 129. ; IWAUEZE (2009), Penalties for misclassification of first order bilinear and linear moving average time series processes Interstat of, Statistics. ; CHELLAPILLA (1998), Optimization of bilinear time series models using fast evolutionary programming IEEE Signal Processing, Letters, 5, 39. ; BIELINSKA (2005), Identification of a mixed linear - bilinear diagonal time series model Systems, Science, 31.

DOI

10.1515/acsc-2016-0032