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Non-linear Time Series : A Dynamical System Approach - Howell Tong

Non-linear Time Series

A Dynamical System Approach

Paperback Published: 8th July 1993
ISBN: 9780198523000
Number Of Pages: 584

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The analysis of time series data has for many years been a central component of statistical research and practice. Although the theory of linear time series is now well established, that of non-linear time series is still a rapidly developing subject. This book, now available in paperback, is an introduction to some of these developments and the present state of research.

Industry Reviews

'The book will no doubt become a standard reference on the subject, and the source of many an interesting research topic.' Marji Lines, University of Udine, Ricerche Economiche (1993) 47

Preface Acknowlegement Introduction 1: An introduction to dynamical systems 2: Some non-linear time series models 3: Probability structure 4: Statistical aspects 5: Non-linear least-squares prediction based on non-linear models 6: Case studies

ISBN: 9780198523000
ISBN-10: 0198523009
Series: Dynamical System Approach
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 584
Published: 8th July 1993
Publisher: Oxford University Press
Country of Publication: GB
Dimensions (cm): 24.84 x 30.18  x 3.23
Weight (kg): 0.96