Estimating non-linear ARMA models using Fourier coefficients

By J. Ludlow, W. Enders. 2000

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A general test for time dependence in parameters (2004, methodology): “As the approximate distribution changes very little with changes in the parameters, the critical values tabulated in Ludlow and Enders (2000), where variations the sample size for given Γ are considered, can be used.”
25 years of time series forecasting (2006, background): “For instance, Ludlow & Enders (2000) adopted Fourier coefficients to approximate the various types of nonlinearities present in time series data.”
How Much Meteorological Information Is Necessary to Achieve Reliable Accuracy for Rainfall Estimations (2016, methodology): “[20] used weather satellite imagery to forecast rainfall in Taiwan.”
25 Years of IIF Time Series Forecasting: A Selective Review (2005, background): “For instance, Ludlow & Enders (2000) adopted Fourier coefficients to approximate the various types of nonlinearities present in time series data.”