Properties of a simple bilinear stochastic model

Estimation and predictability
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Author
Sornette, Didier
Pisarenko, V. F.
Date
2008
Type
    Journal Article
Publication status
published
External links
Journal / series
Physica. D, Nonlinear Phenomena
Volume
237(4)
Pages / Article No.
429 - 445
Publisher
Elsevier
Subject
Bilinear; Multiplicative noise; Estimation; Prediction; Nonlinear dependence; Fat-tail distributions; Sensitive dependence on initial conditions; Volterra discrete series
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)  
Notes
Received 23 March 2007, Revised 1 August 2007, Accepted 6 August 2007, Available online 25 September 2007.
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Cited 7 times in Web of Science
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yes
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