Journal Article Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model Get access V HAGGAN, V HAGGAN Department of Mathematics, University of Manchester Institute of Science and Technology Search for other works by this author on: Oxford Academic Google Scholar T. OZAKI T. OZAKI Institute of Statistical MathematicsTokyo Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 68, Issue 1, April 1981, Pages 189–196, https://doi.org/10.1093/biomet/68.1.189 Published: 01 April 1981 Article history Received: 01 June 1979 Revision received: 01 July 1980 Published: 01 April 1981
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Haggan et al. (1981) studied this question.