Nonlinear Time Series: Nonparametric and Parametric Methods (Paperback, 2003. 2nd Print)

Introduction. - Stationary Time Series. - Smoothing in Time Series. - ARMA Modeling and Forecasting. - Parametric Nonlinear Time Series Models. - Nonparametric Models. - Hypothesis Testing. - Continuous Time Models in Finance. - Nonlinear Prediction.