Warianty tytułu
Multidimensional Bilinear Process and Long-term Modelling
Języki publikacji
Abstrakty
W artykule przedstawiono model, w którym zamiast liniowego mechanizmu dostosowywania zaproponowano bardziej ogólne założenie o biliniowym charakterze tego rodzaju procesu. Praca składa się z trzech części. W pierwszej części wprowadzono pojęcie modelu z korektą błędu zgodną z wielowymiarowym procesem biliniowym. Część druga reprezentuje twierdzenia i dowody charakteryzujące warunki stacjonarności biliniowego wielowymiarowego modelu autoregresyjnego. W trzeciej części autorka podała warunki istnienia przekształcenia prezentowanego modelu w jego krótkookresową formę.
The paper presents generalization for the long-term Philips-Loretan model with use of multidimensional bilinear process for the modeling of process correction of deviation from its long-term path. The paper presents the general generation of data process in the form of multidimensional long-term model with the error correction application in the form of multidimensional bilinear process and we obtained the conditions for weak stationarity for such models. (original abstract)
Twórcy
autor
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
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