Elements of Nonlinear Time Series Analysis and Forecasting

1. Introduction and Some Basic Concepts
Jan G. De Gooijer

2. Classic Nonlinear Models
Jan G. De Gooijer

3. Probabilistic Properties
Jan G. De Gooijer

4. Frequency-Domain Tests
Jan G. De Gooijer

5. Time-Domain Linearity Tests
Jan G. De Gooijer

6. Model Estimation, Selection, and Checking
Jan G. De Gooijer

7. Tests for Serial Independence
Jan G. De Gooijer

8. Time-Reversibility
Jan G. De Gooijer

9. Semi- and Nonparametric Forecasting
Jan G. De Gooijer

10. Forecasting
Jan G. De Gooijer

11. Vector Parametric Models and Methods
Jan G. De Gooijer

12. Vector Semi- and Nonparametric Methods
Jan G. De Gooijer

Keywords: Statistics, Statistical Theory and Methods, Statistics for Life Sciences, Medicine, Health Sciences, Statistics for Business/Economics/Mathematical Finance/Insurance, Applications of Nonlinear Dynamics and Chaos Theory