Frequency-Domain Estimation of Continuous-Time Bilinear Processes

Author:

Bibi Abdelouahab,Merahi Fateh

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Statistics and Probability

Reference15 articles.

1. Bernt, Ø.: Stochastic Differential Equations: An Introduction with Applications. Springer, New York (2000)

2. Bibi, A., Merahi, F.: A note on $${\mathbb{L}}_{2} $$-structure of continuous-time bilinear processes with time-varying coefficients. Int. J. Stat. Prob. 4(3), 150–160 (2015)

3. Brillinger, D.R.: Time Series: Data Analysis and Theory. Holt, Reinhart, New York (1975)

4. Brockwell, P.J.: Continuous-Time ARMA Processes. Handbook of Statistics, vol. 19, pp. 249–276. North Holland, Amsterdam (2001)

5. Dzhaparidze, K.O., Yagloma, A.M.: Spectrum Parameter Estimation in Time Series Analysis. Developments in Statistics, Ch. 1, vol. 4, pp. 1–96. Academic Press, New York (1983)

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