Heinz Koeppl, Marc Hafner, et al.
BMC Bioinformatics
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.
Heinz Koeppl, Marc Hafner, et al.
BMC Bioinformatics
Jonathan Ashley, Brian Marcus, et al.
Ergodic Theory and Dynamical Systems
Richard M. Karp, Raymond E. Miller
Journal of Computer and System Sciences
F.M. Schellenberg, M. Levenson, et al.
BACUS Symposium on Photomask Technology and Management 1991