• Brings together, for the first time, the widely scattered literature on goodness of fit tests for time seies analysis
• Emphasizes nonlinear models and extensions to long-memory and generalized liner models--all "hot" topics in time series analysis
• Focuses on applications, particularly in the area of finance

Written by one of the world's foremost authorities in time series modelling, this book explores goodness of fit tests in time series analysis. Starting with linear models, the author proceeds to nonlinear modelling with extensions to long-memory and generalized linear models--all areas of interest and activity. The focus is firmly on practical matters, and the author presents a range of applications, particularly from the financial arena. Until now, published work in this area has been scattered throughout the literature. Researchers and practitioners alike will welcome this book as a reference that will guide them through the final stages of their modelling tasks.