TY - BOOK AU - Fan Jianqing AU - Yao Qiwei TI - Nonlinear time series: nonparametric and parametric methods SN - 0-387-26142-7 U1 - 000SA.3 PY - 2005/// CY - New York PB - Springer-Verlag KW - Nonlinear theories KW - Time-series analysis N2 - This book presents the contemporary statistical methods and theory of nonlinear time series analysis. It covers the techniques for modelling in state-space, in frequency-domain as well as in time-domain. To reflect the integration of parametric and nonpa ER -