The identification of a particular nonlinear time series system
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Publication:4170129
DOI10.1093/BIOMET/64.3.509zbMATH Open0388.62084OpenAlexW4237450968WikidataQ59410702 ScholiaQ59410702MaRDI QIDQ4170129FDOQ4170129
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
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
- OLS for 1D regression models
- 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
- On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
- Discussion on: ``Subspace-based identification algorithms for Hammerstein and Wiener models
- A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
- Separability of scalar random multisine signals
- Influence functions for dimension reduction methods: an example influence study of principal Hessian direction analysis
- A RELATION FOR ‘LINEARITY’ OF THE BISPECTRUM
- Initializing Wiener-Hammerstein models based on partitioning of the best linear approximation
- Iterative application of dimension reduction methods
- 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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