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Bilinear markovian representation and bilinear models |
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| Authors: | Dinh Tuan Pham |
| Institution: | University of Grenoble, TIM 3-Math. Appliquées B.P. 68, 38402 Martin d' Héres, France |
| Abstract: | 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. |
| Keywords: | bilinear models invertibility Markovian representation minimal representation regular processes |
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