Gao, Jiti
"""!The author has presented the material very carefully !There are plenty of real examples and all the methods are illustrated. ! I believe the book is extremely useful and definitely will be helpful to many advanced research workers."" --Journal of Time Series Analysis, 2009 ""The monograph provides a timely addition to the subject of nonlinear time series ! the author presents a thorough and rigorous theoretical framework for semiparametric nonlinear time series and analysis."" --Scott H. Holan, University of Missouri-Columbia, Journal of the American Statistical Association, June 2009, Vol. 104, No. 486"