-
2
-
-
0003564552
-
-
CRC Press, Boca Raton, FL
-
2. G. Chen, G. Chen and S.H. Hsu, Linear Stochastic Control Systems, CRC Press, Boca Raton, FL, (1995).
-
(1995)
Linear Stochastic Control Systems
-
-
Chen, G.1
Chen, G.2
Hsu, S.H.3
-
4
-
-
0003861548
-
Coping with chaos
-
Chapter 5, Wiley, New York
-
4. E. Ott, T. Sauer and J.A. Yorke, Coping with chaos, In The Theory of Embedding, Chapter 5, Wiley, New York, (1994).
-
(1994)
The Theory of Embedding
-
-
Ott, E.1
Sauer, T.2
Yorke, J.A.3
-
5
-
-
0000497094
-
Time series prediction by using delay coordinate embedding
-
(Edited by A.S. Weigend and N. Gershenfeld), Addison-Wesley
-
5. T. Sauer, Time series prediction by using delay coordinate embedding, In Time Series Prediction: Forecasting the Future and Understanding the Past (Edited by A.S. Weigend and N. Gershenfeld), Addison-Wesley, (1993).
-
(1993)
Time Series Prediction: Forecasting the Future and Understanding the Past
-
-
Sauer, T.1
-
7
-
-
0001295575
-
Differentiable manifolds
-
7. H. Whitney, Differentiable manifolds, Annals of Math. 37, 645-680 (1936).
-
(1936)
Annals of Math.
, vol.37
, pp. 645-680
-
-
Whitney, H.1
-
8
-
-
0001658853
-
Nonlinear model validation using correlation tests
-
8. S.A. Billing and Q.M. Zhu, Nonlinear model validation using correlation tests, Int. J. Control 60, 1107-1120 (1994).
-
(1994)
Int. J. Control
, vol.60
, pp. 1107-1120
-
-
Billing, S.A.1
Zhu, Q.M.2
-
10
-
-
0003621624
-
-
Department of Economics, University of Wisconsin at Madison
-
10. W.A. Brock, W.D. Dechert, J.A. Scheinkman and B. LeBaron, A test for independence based on the correlation dimension, Department of Economics, University of Wisconsin at Madison, (1991).
-
(1991)
A Test for Independence Based on the Correlation Dimension
-
-
Brock, W.A.1
Dechert, W.D.2
Scheinkman, J.A.3
LeBaron, B.4
-
11
-
-
0001627244
-
Identification of nonlinear time series: First order characterization and order determination
-
11. B. Auestad and D. Tjøstheim, Identification of nonlinear time series: First order characterization and order determination, Biometrika 77 (4), 669-687 (1990).
-
(1990)
Biometrika
, vol.77
, Issue.4
, pp. 669-687
-
-
Auestad, B.1
Tjøstheim, D.2
-
12
-
-
0001146404
-
A portmanteau test for self-exciting threshold autoregressive type nonlinearity in time series
-
12. J.D. Petruccelli and N. Davis, A portmanteau test for self-exciting threshold autoregressive type nonlinearity in time series, Biometrika 73 (3), 687-694 (1986).
-
(1986)
Biometrika
, vol.73
, Issue.3
, pp. 687-694
-
-
Petruccelli, J.D.1
Davis, N.2
-
13
-
-
0002351412
-
Time series and dependent variables
-
13. R. Savit and M. Green, Time series and dependent variables, Physica D 50, 95-116 (1991).
-
(1991)
Physica D
, vol.50
, pp. 95-116
-
-
Savit, R.1
Green, M.2
-
14
-
-
0002939889
-
A tukey nonadditivity type test for time series nonlinearity
-
14. D.M. Keenan, A Tukey nonadditivity type test for time series nonlinearity, Biometrika 72 (1), 39-44 (1985).
-
(1985)
Biometrika
, vol.72
, Issue.1
, pp. 39-44
-
-
Keenan, D.M.1
-
15
-
-
43949168783
-
Testing for neglected nonlinearity in time series
-
15. T.H. Lee, H. White and W.J. Granger, Testing for neglected nonlinearity in time series, J. of Econometrics 56, 269-290 (1993).
-
(1993)
J. of Econometrics
, vol.56
, pp. 269-290
-
-
Lee, T.H.1
White, H.2
Granger, W.J.3
-
16
-
-
84981375164
-
Power of the neural network linearity test
-
16. T. Terasvirta, C.F. Lin and W.J. Granger, Power of the neural network linearity test, J. Time Ser. Anal. 14 (2), 209-220 (1993).
-
(1993)
J. Time Ser. Anal.
, vol.14
, Issue.2
, pp. 209-220
-
-
Terasvirta, T.1
Lin, C.F.2
Granger, W.J.3
-
17
-
-
84986811816
-
A test for linearity of stationary time series
-
17. T.S. Rao and M.M. Gabr, A test for linearity of stationary time series, J. Time Ser. Anal. 1, 145-158 (1980).
-
(1980)
J. Time Ser. Anal.
, vol.1
, pp. 145-158
-
-
Rao, T.S.1
Gabr, M.M.2
-
19
-
-
84984507941
-
On tests for nonlinearity in time series
-
19. W.S. Chan and H. Tong, On tests for nonlinearity in time series, J. of Forecasting 5, 217-228 (1986).
-
(1986)
J. of Forecasting
, vol.5
, pp. 217-228
-
-
Chan, W.S.1
Tong, H.2
-
20
-
-
0000905615
-
Nonlinear AR modeling
-
20. L.R. Hunt, R.D. DeGroat and D.A. Linebarger, Nonlinear AR modeling, Circuits, Systems and Signal Processing 14, 689-705 (1995).
-
(1995)
Circuits, Systems and Signal Processing
, vol.14
, pp. 689-705
-
-
Hunt, L.R.1
DeGroat, R.D.2
Linebarger, D.A.3
-
21
-
-
0000324960
-
Eigenvalues and condition numbers of random matrices
-
21. A. Edelman, Eigenvalues and condition numbers of random matrices, SIAM J. Matrix Analy. Appl. 9, 543-560 (1988).
-
(1988)
SIAM J. Matrix Analy. Appl.
, vol.9
, pp. 543-560
-
-
Edelman, A.1
-
22
-
-
84968515219
-
On the distribution of a scaled condition number
-
22. A. Edelman, On the distribution of a scaled condition number, Mathematics of Computation 58, 185-190 (1992).
-
(1992)
Mathematics of Computation
, vol.58
, pp. 185-190
-
-
Edelman, A.1
-
23
-
-
0000636504
-
Some limit theorems for stationary processes
-
23. I.A. Ibragimov, Some limit theorems for stationary processes, Theory of Proba. Appl. 7, 345-382 (1962).
-
(1962)
Theory of Proba. Appl.
, vol.7
, pp. 345-382
-
-
Ibragimov, I.A.1
-
24
-
-
0001414711
-
An introduction to polyspectra
-
24. D.R. Brillinger, An introduction to polyspectra, Ann. Math. Statist. 36, 1351-1374 (1965).
-
(1965)
Ann. Math. Statist.
, vol.36
, pp. 1351-1374
-
-
Brillinger, D.R.1
-
25
-
-
84986811814
-
Testing for gaussianity and linearity of a stationary time series
-
25. M. Hinich, Testing for Gaussianity and linearity of a stationary time series, J. Time Ser. Anal. 2, 169-176 (1982).
-
(1982)
J. Time Ser. Anal.
, vol.2
, pp. 169-176
-
-
Hinich, M.1
-
26
-
-
0001294993
-
Asymptotic normality of bispectral estimates
-
26. J.W. Van Ness, Asymptotic normality of bispectral estimates, Ann. Math. Statist. 37, 1257-1272 (1966).
-
(1966)
Ann. Math. Statist.
, vol.37
, pp. 1257-1272
-
-
Van Ness, J.W.1
|