Nonlinear Time Series: Nonparametric and Parametric Methods (2003. 2nd Printing 2005.)Paperback - 2003. 2nd Printing 2005., 4 August 2005

This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.