{"title":"马尔可夫切换双线性模型的双谱表示","authors":"Ahmed GHEZAL, Imane ZEMMOURİ","doi":"10.31801/cfsuasmas.1232916","DOIUrl":null,"url":null,"abstract":"This article formulae for the third-order theoretical moments for superdiagonal and subdiagonal of the Markov-switching bilinear $X_{t}=c(s_{t})X_{t-k}e_{t-l}+e_{t}$, $k,l \\in\\mathrm{N}$, and an expression for the bispectral density function are obtained.","PeriodicalId":44692,"journal":{"name":"Communications Faculty of Sciences University of Ankara-Series A1 Mathematics and Statistics","volume":"83 1","pages":"0"},"PeriodicalIF":0.7000,"publicationDate":"2023-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The bispectral representation of Markov switching bilinear models\",\"authors\":\"Ahmed GHEZAL, Imane ZEMMOURİ\",\"doi\":\"10.31801/cfsuasmas.1232916\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article formulae for the third-order theoretical moments for superdiagonal and subdiagonal of the Markov-switching bilinear $X_{t}=c(s_{t})X_{t-k}e_{t-l}+e_{t}$, $k,l \\\\in\\\\mathrm{N}$, and an expression for the bispectral density function are obtained.\",\"PeriodicalId\":44692,\"journal\":{\"name\":\"Communications Faculty of Sciences University of Ankara-Series A1 Mathematics and Statistics\",\"volume\":\"83 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2023-02-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Communications Faculty of Sciences University of Ankara-Series A1 Mathematics and Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.31801/cfsuasmas.1232916\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications Faculty of Sciences University of Ankara-Series A1 Mathematics and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.31801/cfsuasmas.1232916","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
The bispectral representation of Markov switching bilinear models
This article formulae for the third-order theoretical moments for superdiagonal and subdiagonal of the Markov-switching bilinear $X_{t}=c(s_{t})X_{t-k}e_{t-l}+e_{t}$, $k,l \in\mathrm{N}$, and an expression for the bispectral density function are obtained.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
