On The Analysis Of Bilinear Time Series :- Okposin, Ekanem T.
ABSTRACT
This work is on the analysis of
bilinear time series. The bilinear I time series models recognize volterra
series. This is why the bilinear time series analysis is used as a paradigm in
analysis of nonlinear time series. We consider analysis of bilinear time
cummulant analysis. We use the autocorrelation function of the time series
process and that of its square transformation to distinguish between a linear
and bilinear time series. The result may be useful in differentiating between a
MA (q) process and a • and other statistics of pure diagonal bilinear time
series, are derived and their stationarity conditions examined. We have
established the stationarity condition for variance and third-order cummulant
of pure diagonal bilinear time series. Patterns in the third-order cummulant of
the pure diagonal bilinear time series pure diagonal bilinear time series model
using MINITAB
0.0
EKANEM, T (2024). On The Analysis Of Bilinear Time Series :- Okposin, Ekanem T.. Repository.mouau.edu.ng: Retrieved Nov 23, 2024, from https://repository.mouau.edu.ng/work/view/on-the-analysis-of-bilinear-time-series-okposin-ekanem-t-7-2
TOMMY, EKANEM. "On The Analysis Of Bilinear Time Series :- Okposin, Ekanem T." Repository.mouau.edu.ng. Repository.mouau.edu.ng, 09 Jan. 2024, https://repository.mouau.edu.ng/work/view/on-the-analysis-of-bilinear-time-series-okposin-ekanem-t-7-2. Accessed 23 Nov. 2024.
TOMMY, EKANEM. "On The Analysis Of Bilinear Time Series :- Okposin, Ekanem T.". Repository.mouau.edu.ng, Repository.mouau.edu.ng, 09 Jan. 2024. Web. 23 Nov. 2024. < https://repository.mouau.edu.ng/work/view/on-the-analysis-of-bilinear-time-series-okposin-ekanem-t-7-2 >.
TOMMY, EKANEM. "On The Analysis Of Bilinear Time Series :- Okposin, Ekanem T." Repository.mouau.edu.ng (2024). Accessed 23 Nov. 2024. https://repository.mouau.edu.ng/work/view/on-the-analysis-of-bilinear-time-series-okposin-ekanem-t-7-2