Spectral representation of Markov-switching bilinear processes
Ahmed Ghezal
Topics & Concepts
MathematicsRepresentation (politics)Bilinear interpolationSpectral representationApplied mathematicsMarkov chainCovarianceProbability density functionSpectral densityFourier transformMarkov processSpectral radiusStatistical physicsAutocovarianceOrder (exchange)Mathematical analysisStatisticsPhysicsEigenvalues and eigenvectorsQuantum mechanicsEconomicsQuantum electrodynamicsLawPoliticsFinancePolitical scienceStatistical Methods and InferenceMarkov Chains and Monte Carlo MethodsBayesian Methods and Mixture Models