Jiti Gao 
Nonlinear Time Series [PDF ebook] 
Semiparametric and Nonparametric Methods

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years. Recent studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully