16 Flexible Time Series Analysis
16.1 Nonlinear Autoregressive Models of Order One
16.1.1 Estimation of the Conditional Mean
16.1.2 Bandwidth Selection
16.1.3 Diagnostics
16.1.4 Confidence Intervals
16.1.5 Derivative Estimation
16.2 Nonlinear Autoregressive Models of Higher Order
Bibliography