Nonlinear transfer functions

DOI10.1080/10485259608832671zbMATH Open0879.62079OpenAlexW1979474295MaRDI QIDQ4345895FDOQ4345895

Rong Chen, Ruey S. Tsay

Publication date: 22 January 1998

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259608832671

zbMATH Keywords

time serieslikelihood rationonlinearityriverflow

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Modeling Multiple Times Series with Applications
• Testing linearity against smooth transition autoregressive models
• On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
• Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
• Non-linear time series and Markov chains
• Nonlinearity tests for time series
• A Note on Tests for Threshold-Type Non-Linearity in Open Loop Systems

Cited In (3)

• Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
• Nonparametric transfer function models
• Short‐term forecasting with a computationally efficient nonparametric transfer function model

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