Nonlinear autoregressive exogenous model: Difference between revisions

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* S. A. Billings. "Nonlinear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-Temporal Domains, Wiley, ISBN 978-1-1199-4359-4, 2013.
 
* I.J. Leontaritis and S.A. Billings. "Input-output parametric models for non-linear systems. Part I: deterministic non-linear systems". ''Int'l J of Control'' 41:303-328, 1985.
 
* I.J. Leontaritis and S.A. Billings. "Input-output parametric models for non-linear systems. Part II: stochastic non-linear systems". ''Int'l J of Control'' 41:329-344, 1985.
 
* O. Nelles. "Nonlinear System Identification". Springer Berlin, ISBN 3-540-67369-5, 2000.
 
* W.A. Brock, J.A. Scheinkman, W.D. Dechert and B. LeBaron. "A Test for Independence based on the Correlation Dimension". ''Econometric Reviews'' 15:197-235, 1996.