M. B. Priestley, Non-Linear Models in Time Series Analysis, Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 27, No. 3/4, Partial Proceedings of the 1978 I.O.S. Annual Conference on Time Series Analysis (and Forecasting) (Sep. - Dec., 1978), pp. 159-176
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Mark Priestley (1978) studied this question.
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