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      Chapter

      Some More Models
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      Chapter

      Some More Models

      DOI link for Some More Models

      Some More Models book

      Some More Models

      DOI link for Some More Models

      Some More Models book

      ByTohru Ozaki
      BookTime Series Modeling of Neuroscience Data

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      Edition 1st Edition
      First Published 2012
      Imprint CRC Press
      Pages 34
      eBook ISBN 9780429147128
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      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 .

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