Nonlinear transfer functions

DOI10.1080/10485259608832671MaRDI QIDQ4345895zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• A Note on Tests for Threshold-Type Non-Linearity in Open Loop Systems
• Modeling Multiple Times Series with Applications
• Non-linear time series and Markov chains
• Nonlinearity tests for time series
• Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
• On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
• Testing linearity against smooth transition autoregressive models

Cited in

(5)

• Estimation of nonlinear transfer functions for fully developed turbulence
• Assessing transfer functions in control systems
• Nonparametric transfer function models
• Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
• Short‐term forecasting with a computationally efficient nonparametric transfer function model

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