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Bilinear Stochastik Models and Related Problems of Nonlinear Time Series Analysis : A Frequency Domain Approach (Lecture Notes in Statistics Vol.142) (1999. XV, 270 p. 24 cm)

Terdik, Gyoergy
201.41 SGD
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181.27

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Terdik [126] gave the solution of xii a lower triangular bilinear model in terms of multiple Wiener-It(') integrals and gave a sufficient condition for the second order stationarity.

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