Before revision:  Although the approach is non-parametric, it presents itself in computationally tractable and flexible restricted forms in examples we considered . Popular techniques in time series analysis such as AR, ARCH and GARCH can be seen to be special cases of our approach, but it is not clear if they are always the best or most informative choices .
After revision:  Although the approach is non-parametric, it presents itself in a more robust and flexible restricted forms in examples we considered . Popular techniques in time series analysis such as AR, ARCH and GARCH can be seen to be special cases of our approach, but it is not clear if they are always the best or most informative choices .