中国科学A辑(英文版)
中國科學A輯(英文版)
중국과학A집(영문판)
SCIENCE IN CHINA
2002年
12期
1523-1537
,共15页
潘家柱%李国栋%谢衷洁
潘傢柱%李國棟%謝衷潔
반가주%리국동%사충길
Bilinear model%ARCH%stationary solution%maximum likelihood estimation
Bilinear model driven by ARCH (1) noises is proposed. Existence, uniqueness and form of sta-tionary solution to this new model are presented. Maximum likelihood estimation of the model is discussedand some simulation results are given to evaluate our algorithm.
