Evolutionary transfer functions of bilinear processes with time-varying coefficients
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 time varying symmetrized transfer functions. (c) 2006 Elsevier Ltd. All rights reserved.
multiple wiener-ito integral wiener models nonlinear models bilinear models time-varying bilinear processes