From the reviews:
“The book will particularly appeal to those in the economic sciences and financial engineering who have a solid background in linear time series models and methods. ... I would recommend it to postgraduate students who are interested in learning about recent developments in non-linear and non-parametric time series modelling as well as in understanding the use of complex parametric non-linear and non-parametric time series models in practice.” (Jiti Gao, Australian Journal of Agricultural and Resource Economics, Vol. 49, 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.
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