16 Flexible Time Series Analysis
16.1 Nonlinear Autoregressive Models of Order One
16.2 Nonlinear Autoregressive Models of Higher Order
16.2.1 Estimation of the Conditional Mean
16.2.2 Bandwidth and Lag Selection
16.2.3 Plotting and Diagnostics
16.2.4 Estimation of the Conditional Volatility
Bibliography