Linear and quadratic predictability for homogeneous bilinear time series of Hermite degree two

被引：0

作者：

Math, J ^{[1
]}

机构：

[1] DEPT PSYCHOL,H-4010 DEBRECEN,HUNGARY

来源：

PUBLICATIONES MATHEMATICAE-DEBRECEN | 1996年 / 49卷 / 1-2期

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D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The linear and quadratic predictors are considered for bilinear realizable Hermite degree-2 processes. We give a sufficient condition for the equivalence of the two predictors based on the bispectrum of the noise of the best linear predictor. This gives an example, where the two predictors are equivalent but the process is not Gaussian.

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页码：47 / 58

页数：12

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