The analysis of time series data has for many years been a central component of statistical research and practice. Although the theory of linear time series is now well established, that of non-linear time series is still a rapidly developing subject. This book, now available in paperback, is an introduction to some of these developments and the present state of research.
Preface Acknowlegement Introduction 1: An introduction to dynamical systems 2: Some non-linear time series models 3: Probability structure 4: Statistical aspects 5: Non-linear least-squares prediction based on non-linear models 6: Case studies
Reviews for Non-linear Time Series: A Dynamical System Approach
'The book will no doubt become a standard reference on the subject, and the source of many an interesting research topic.' Marji Lines, University of Udine, Ricerche Economiche (1993) 47