Variance-based sensitivity analysis for time-dependent processes
نویسندگان
چکیده
منابع مشابه
Bilinear processes with time dependent variance
If the noise »t in the state space representation of a superdiagonal bilinear model BL(p; q; p; q) is non-stationary, then the time series generated by this model will be non-stationary. In this paper, it is shown that the existence theorems and the invertibilty condition of the non stationary model is similar to the stationary case. Furthermore, it is shown that the e®ect of the non-stationary...
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ژورنال
عنوان ژورنال: Reliability Engineering & System Safety
سال: 2020
ISSN: 0951-8320
DOI: 10.1016/j.ress.2019.106722