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. Non-linear Time Series: A Dynamical System Approach, now available in paperback, is an introduction to some of these developments and the present state of research.
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
"No time series specialist can be without this book."
- Short Book Reviews