Nonlinear Time Series and Probability Measures : Nonlinear Time Series and Chaos - Cees Diks

Nonlinear Time Series and Probability Measures

By: Cees Diks, Howell Tong (Editor)

Hardcover | 1 December 1998

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This book constitutes a bridge between nonlinear time series analysis from a dynamical systems, or chaos, perspective on one hand, and from a statistical perspective on the other hand. The key to this bridge is the probabilistic structure of time series. The book discusses the properties of time series that arise from various nonlinear systems, such as spatio-temporal systems. It presents new statistical methods for the analysis of nonlinear time series, illustrated with applications to physical and physiological time series.

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