On the Ergodicity of Bilinear Time Series Models and Some Applications.

Abstract

Existence, strict stationary and ergodicity of Bilinear Time Series Models for a given input White Noise process and parameter values is studied in detail in this paper. Using ergodicity of the model, estimation of the parameters by the method of moments is suggested and some comparisons are made with the method of least squares. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1984
Accession Number
ADA148032

Entities

People

  • K. Subramanyam
  • M. B. Rao
  • S. I. Akamanam

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Equations
  • Ergodic Processes
  • Method Of Moments
  • Probability
  • Procurement
  • Random Variables
  • Scientific Research
  • Sequences
  • Stationary
  • Stationary Processes
  • Stochastic Processes
  • United States Government
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis