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.
'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
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
Series: Dynamical System Approach
Number Of Pages: 580
Published: 8th July 1993
Publisher: Oxford University Press
Country of Publication: GB
Dimensions (cm): 24.84 x 30.18
Weight (kg): 0.96