论文信息 - Bilinear markovian representation and bilinear models

Bilinear markovian representation and bilinear models

An extension of the linear Markovian repsentation called the bilinear Markovian representation is introduced, and is shown to provide representations of all-diagonal bilinear time series models. Some properties of the bilinear Markovian representation are also given.

D. Pham | Dinh Tuan Pham

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