A good book
This book introduces some basal concepts and also includes the recent technology in nonlinear time series. It's not difficult to understand even if you are a novel. The cited references may help you to go further steps in this area.
Well used already!
This is an excellent monograph. The authors have provided an up-to-date analysis of parametric and nonparametric methods with a comprehensive bibliography. The book is very readible. The authors combine elements of descriptive overview, nontrivial examples and theorems / proofs.