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Estimation of Some Bilinear Time Series Models with Time Varying Coefficients

โœ Scribed by Bibi, Abdelouahab; Oyet, Alwell J.


Book ID
121503738
Publisher
Taylor and Francis Group
Year
2004
Tongue
English
Weight
245 KB
Volume
22
Category
Article
ISSN
0736-2994

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๐Ÿ“œ SIMILAR VOLUMES


Evolutionary transfer functions of bilin
โœ A. Bibi ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 449 KB

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 timevarying symmetrized transfer functions. (~) 2006 Elsevier Ltd. All rights reserved. Keywords--Multiple Wiener-It6 integ