Robert F. Gordon, Edward A. MacNair, et al.
WSC 1985
We extend the functional coefficient autoregressive (FCAR) model to the multivariate nonlinear time series framework. We show how to estimate parameters of the model using kernel regression techniques, discuss properties of the estimators, and provide a bootstrap test for determining the presence of nonlinearity in a vector time series. The power of the test is examined through extensive simulations. For illustration, we apply the methods to a series of annual temperatures and tree ring widths. Computational issues are also briefly discussed. © 2006 Elsevier B.V. All rights reserved.
Robert F. Gordon, Edward A. MacNair, et al.
WSC 1985
Naga Ayachitula, Melissa Buco, et al.
SCC 2007
T. Graham, A. Afzali, et al.
Microlithography 2000
Sankar Basu
Journal of the Franklin Institute