Transfer Function Models with Time-Varying Coefficients

<table>Model <svg height="14.3875" id="M341" style="vertical-align:-3.25793pt" version="1.1" viewbox="0 0 21.924999 14.3875" width="21.924999" xmlns="http://www.w3.org/2000/svg">
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<g transform="translate(72,-60.49)">
<text transform="matrix(1,0,0,-1,-71.95,63.79)">
<tspan style="font-size: 12.50px; " x="0" y="0">𝑀</tspan>
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<tspan style="font-size: 8.75px; " x="0" y="0">3</tspan>
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</svg>: Bootstrap 95<svg height="11.45" id="M342" style="vertical-align:-0.23825pt" version="1.1" viewbox="0 0 11.8 11.45" width="11.8" xmlns="http://www.w3.org/2000/svg">
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</svg> confidence regions for (a) <svg height="14.6" id="M343" style="vertical-align:-3.13504pt" version="1.1" viewbox="0 0 31.275 14.6" width="31.275" xmlns="http://www.w3.org/2000/svg">
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<g transform="translate(72,-60.32)">
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<tspan style="font-size: 12.50px; " x="0" y="0">𝛿</tspan>
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<tspan style="font-size: 12.50px; " x="0" y="0">(</tspan>
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</svg>, (b) <svg height="14.6" id="M344" style="vertical-align:-3.13504pt" version="1.1" viewbox="0 0 31.275 14.6" width="31.275" xmlns="http://www.w3.org/2000/svg">
<g transform="matrix(1.25,0,0,-1.25,0,14.6)">
<g transform="translate(72,-60.32)">
<text transform="matrix(1,0,0,-1,-71.95,63.5)">
<tspan style="font-size: 12.50px; " x="0" y="0">𝛿</tspan>
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<tspan style="font-size: 12.50px; " x="0" y="0">(</tspan>
<tspan style="font-size: 12.50px; " x="4.1634989" y="0">𝑢</tspan>
<tspan style="font-size: 12.50px; " x="10.089921" y="0">)</tspan>
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</svg>, (c) <svg height="14.75" id="M345" style="vertical-align:-3.25793pt" version="1.1" viewbox="0 0 34.674999 14.75" width="34.674999" xmlns="http://www.w3.org/2000/svg">
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<g transform="translate(72,-60.2)">
<text transform="matrix(1,0,0,-1,-71.95,63.5)">
<tspan style="font-size: 12.50px; " x="0" y="0">𝜔</tspan>
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<tspan style="font-size: 12.50px; " x="0" y="0">(</tspan>
<tspan style="font-size: 12.50px; " x="4.1634989" y="0">𝑢</tspan>
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</svg>, using linear estimates. </table>

Journal of Probability and Statistics

Transfer Function Models with Time-Varying Coefficients

Figure 15