Machine learning and deep learning techniques can also represent nonlinear dynamics in nonlinear ARX and Hammerstein-Wiener models.

In this article we study a general class of goodness-of-fit tests for a parametric conditional mean of a linear or nonlinear time series model. Among the properties of the proposed tests are that they ...

In recent years, generalized linear and nonlinear mixed-effects models have proved to be powerful tools for the analysis of unbalanced longitudinal data. To date, much of the work has focused on ...