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Oxygen uptake (VO₂) kinetics provide information about the ability to respond to the increased physical load during a constant work rate test (CWRT). Box-Jenkins transfer function (BJ-TF) models can extract kinetic features from the phase II VO₂ response during a CWRT, without being affected by unwanted noise contributions (e.g., phase I contribution or measurement noise). CWRT data of 18 COPD patients were used to compare model fits and kinetic feature values between BJ-TF models and three typically applied exponential modelling methods. Autocorrelation tests and normalised root-mean-squared error values (BJ-TF: 2.8 &#177; 1.3%; exponential methods A, B and C: 10.5 &#177; 5.8%, 11.3 &#177; 5.2% and 12.1 &#177; 7.0%; <i>p</i> &lt; 0.05) showed that BJ-TF models, in contrast to exponential models, could account for the most important noise contributions. This led to more reliable kinetic feature values compared to methods A and B (e.g., mean response time (MRT), BJ-TF: 74 &#177; 20 s; methods A-B: 100 &#177; 56 s&#8722;88 &#177; 52 s; <i>p</i> &lt; 0.05). Only exponential modelling method C provided kinetic feature values comparable to BJ-TF features values (e.g., MRT: 75 &#177; 20 s). Based on theoretical considerations, we recommend using BJ-TF models, rather than exponential models, for reliable determinations of VO₂ kinetics.