Books  Data Analysis & Modelling  Data Analysis & Statistics 

Non-linear Time Series: A Dynamical System Approach

Series: Oxford Statistical Science Series Volume: 6

By: Howell Tong (Author)

564 pages, Figs

Oxford University Press

Paperback | Jul 1993 | #45897 | ISBN: 0198523009
Availability: Usually dispatched within 2-3 weeks Details
NHBS Price: £82.99 $103/€96 approx

About this book

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. Non-linear Time Series: A Dynamical System Approach, now available in paperback, is an introduction to some of these developments and the present state of research.

"No time series specialist can be without this book."
- Short Book Reviews


Contents

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


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