ABSTRACT
Some of the examples of Gaussian white noise-driven nonlinear AR(2) models are shown here:
1. ExpAR(2) model (see Ozaki 1980, 1981b, Haggan and Ozaki 1981):
x e x e x wt x
= + + + +− −
− −( ) ( ) .φ pi φ piγ γ1 1 1 2 2 21 2
2. RBF-AR(2) model (see Vesin 1993, Ozaki et al. 1997, 2004):
= + +( ) + +
− −φ pi pi
φ pi
− −+( ) +γ γpi 3. STAR(2) model (see Terasvirta 1994):
x x x e x x e wt t t x
= +{ } + +{ } −( ) + − −
1 .
