Non-linear Time Series: A Dynamical System Approach by Howell Tong (Mathematical Institute, Mathematical Institute, University of Kent, Canterbury)
The analysis of time series data has for many years been a central component of statistical research and practice. Although the theory of linear time series is now well established, that of non-linear time series is still a rapidly developing subject. This book, now available in paperback, is an introduction to some of these developments and the present state of research.