Nonlinear Time Series: Nonparametric and Parametric Methods (Springer Series in Statistics) Review

Nonlinear Time Series: Nonparametric and Parametric Methods (Springer Series in Statistics)
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This is an excellent monograph. The authors have provided an up-to-date analysis of parametric and nonparametric methods with a comprehensive bibliography. The book is very readible. The authors combine elements of descriptive overview, nontrivial examples and theorems / proofs.

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