Non-linear Time Series by Howell Tong

Non-linear Time Series by Howell Tong

The analysis of time series data has for many years been a central component of statistical research and practice and the theory of linear time series is now well-established. However the theory of non-linear time series is still a rapidly developing subject. This book is an introduction to some of these developments and the present state of research. It is a theme of this book that developments in the study of dynamical systems have motivated many of the advances covered here. Consequently, Professor Tong discusses in some detail the fundamental concepts of dynamical systems theory such as limit cycles, Lyapunov exponents, thresholds, and stability, and demonstrates their role in the analysis of non-linear time series. The result is a book which aims to bridge the gap between linear and chaotic time series analysis. Both statisticians and dynamical system theorists may benefit from this account of the interplay between their subjects and the author has included discussion of many of the outstanding open problems which remain.

SKU	Nicht verfügbar
ISBN 13	9780198522249
ISBN 10	019852224X
Titel	Non-linear Time Series
Autor	Howell Tong
Serie	Oxford Statistical Science S
Buchzustand	Nicht verfügbar
Verlag	Oxford University Press
Erscheinungsjahr	1990-08-31
Seitenanzahl	580
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Hinweis	Nicht verfügbar