1 |
Bhattacharya, R. and Lee, C. (1995). Ergodicity of nonlinear first order autoregressive models, Journal of Theoretical Probability, 8, 210-219.
|
2 |
Biscay, R. J., Lavielle, M., and Ludena, C. (2005). Estimation of nonparametric autoregressive time series models under dynamical constraints, Journal of Time Series Analysis, 26, 371-397.
DOI
|
3 |
Fan, J. and Gijbels, I. (1996). Local Polynomial Modelling and Its Applications, Chapman & Hall, London.
|
4 |
Haggan, V. and Ozaki, T. (1981). Modelling nonlinear random vibrations using an amplitude dependent autoregressive time series model, Biometrika, 68, 189-196.
DOI
|
5 |
Sheather, S. (2009). A Modern Approach to Regression with R, Springer, New York.
|
6 |
Su, L. and Ullah, A. (2006). More efficient estimation in nonparametric regression with nonparametric autocorrelated errors, Econometric Theory, 22, 98-126.
|
7 |
Tong, H. (1990). Nonlinear Time Series: A Dynamical Approach, Oxford University Press, Oxford.
|
8 |
Tong, H. and Lim, K. (1980). Threshold autoregression, limit cycles and cyclical data (with Discussion), Journal of Royal Statistical Society B, 42, 245-292
|
9 |
Truong, Y. K. and Stone, C. (1992). Nonparametric function estimation involving time series, The Annals of Statistics, 20, 77-97.
DOI
|