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Nonlinear Times Series
A Second Course in Time Series Analysis
Series: Chapman & Hall/CRC Texts in Statistical Science
This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and discrete time series models as well as several complementary...
To Be Published November 14th 2013 by Chapman and Hall/CRC