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 presents an introduction to finite Markov chains and Markov decision processes, with applications in engineering and management. It introduces discrete-time, finite-state Markov chains, and Markov decision processes. The text describes both algorithms and applications, enabling...