This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and discrete time series models as well as several complementary...

This book offers a detailed application guide to XploRe - the interactive statistical computing environment - with case studies of real data analysis situations. It helps the beginner in statistical data analysis to learn in gradual steps how XploRe works in real life applications. Many examples...