| 双线性时序模型的特性函数 |
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| 引用本文： | 贾民平,钟秉林.双线性时序模型的特性函数[J].东南大学学报(自然科学版),1993,23(2):1-5. |
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| 作者姓名： | 贾民平 钟秉林 |
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| 作者单位： | 东南大学机械工程系，东南大学机械工程系，东南大学机械工程系 |
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| 摘 要： |
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| 关 键 词： | 双线性 特性函数 时间序列分析 |
Characteristic Functions of Bilinear Time Series Model |
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| Jia Minping,Zhong Binglin,Huang Ren.Characteristic Functions of Bilinear Time Series Model[J].Journal of Southeast University(Natural Science Edition),1993,23(2):1-5. |
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| Authors: | Jia Minping Zhong Binglin Huang Ren |
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| Institution: | Jia Minping;Zhong Binglin;Huang Ren Department of Mechanical Engineering |
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| Abstract: | A bilinear time series model is an important type of nonlinear time series analysis. In this paper, the autocovariance function and the relationship between linear and general bilinear time series model are derived. With the help of Volterra expansion, the impulse response function and frequency characteristic function of the general bilinear time series model are also derived. |
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| Keywords: | time series analysis bilinear characteristic function / Volterra expansion Green's function autocovariance function |
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