... Stock, and Stoker, 1989; H¨dle and Stoker, 1989; Ichimura, 1993; Klein and Spady, 1993; H¨rdle, Hall, and a a Ichimura, 1993; Sherman, 1994; Horowitz and H¨rdle, 1996; Hristache, Juditsa ki, and ... SOME APPROACHES TO NONLINEAR MODELING AND PREDICTION WANG TIANHAO (B.Sc East China Normal University) A THESIS SUBMITTED FOR THE DEGREE OF DOCTOR OF PHILOSOPHY DEPARTMENT OF STATISTICS AND ... or a nonlinear regression model However, (1.3) is special in that f (·) is generally assumed to be unknown and we need to estimate both B and f (·) There are essentially two approaches to the...