Heng Cao, Haifeng Xi, et al.
WSC 2003
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.
Heng Cao, Haifeng Xi, et al.
WSC 2003
Harpreet S. Sawhney
IS&T/SPIE Electronic Imaging 1994
Ziv Bar-Yossef, T.S. Jayram, et al.
Journal of Computer and System Sciences
Yi Zhou, Parikshit Ram, et al.
ICLR 2023