This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.

This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonl

This 2000 volume reviews non-linear time series models, and their applications to financial markets.

This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time

Nonlinear Time Series Analysis with R provides a practical guide to emerging empirical techniques allowing practitioners to diagnose whether highly fluctuating