A. Skumanich
SPIE OE/LASE 1992
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.
A. Skumanich
SPIE OE/LASE 1992
Nimrod Megiddo
Journal of Symbolic Computation
I.K. Pour, D.J. Krajnovich, et al.
SPIE Optical Materials for High Average Power Lasers 1992
Juliann Opitz, Robert D. Allen, et al.
Microlithography 1998