The identification of a particular nonlinear time series system

DOI10.1093/BIOMET/64.3.509MaRDI QIDQ4170129zbMATH OpenOpenAlexWikidataFDO

Authors David R. Brillinger

Publication date 1977

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/64.3.509

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(21)

• Bispectra and phase of non-Gaussian linear processes
• A conversation with Murray Rosenblatt
• Warped Gaussian processes and derivative-based sequential designs for functions with heterogeneous variations
• Measuring nonlinear dependence in time-series, a distance correlation approach
• A note on least squares sensitivity in single-index model estimation and the benefits of response transformations
• Recursive identification of errors-in-variables Wiener-Hammerstein systems
• Bayesian projection pursuit regression
• Study of the LTI relations between the outputs of two coupled Wiener systems and its application to the generation of initial estimates for Wiener-Hammerstein systems
• Trimming influential observations for improved single-index model estimated sufficient summary plots
• OLS for 1D regression models
• Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
• On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach
• Discussion on: ``Subspace-based identification algorithms for Hammerstein and Wiener models
• Separability of scalar random multisine signals
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
• Influence functions for dimension reduction methods: an example influence study of principal Hessian direction analysis
• Initializing Wiener-Hammerstein models based on partitioning of the best linear approximation
• Iterative application of dimension reduction methods
• A RELATION FOR ‘LINEARITY’ OF THE BISPECTRUM
• Cascade non-linear system identification by a non-parametric method
• Consistent estimation of limited dependent variable models despite misspecification of distribution

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