TY - GEN
T1 - On stationarity of elementary bilinear time-series
AU - Maliński, Łukasz
AU - Figwer, Jarosław
PY - 2011
Y1 - 2011
N2 - In the paper stationarity of random processes obtained from elementary bilinear time-series models is analysed. It is shown in the presented analysis that elementary bilinear time-series models can be interpreted as linear time-series with time varying random parameters. The analysis is illustrated by simulation experiments showing time dependencies of some statistical moments of the discussed random processes.
AB - In the paper stationarity of random processes obtained from elementary bilinear time-series models is analysed. It is shown in the presented analysis that elementary bilinear time-series models can be interpreted as linear time-series with time varying random parameters. The analysis is illustrated by simulation experiments showing time dependencies of some statistical moments of the discussed random processes.
UR - https://www.scopus.com/pages/publications/80054011198
U2 - 10.1109/MMAR.2011.6031336
DO - 10.1109/MMAR.2011.6031336
M3 - Conference contribution
AN - SCOPUS:80054011198
SN - 9781457709128
T3 - 2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011
SP - 157
EP - 161
BT - 2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011
T2 - 2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011
Y2 - 22 August 2011 through 25 August 2011
ER -