Non-linear time series. A dynamical system approach
Howell Tong · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 1990
Preface Acknowlegement Introduction 1. An introduction to dynamical systems 2. Some non-linear time series models 3. Probability structure 4. Statistical aspects 5. Non-linear least-squares prediction based on non-linear models 6. Case studies