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Academic & Professional Books  Reference  Data Analysis & Modelling  Data Analysis & Statistics

Non-linear Time Series A Dynamical System Approach

By: Howell Tong(Author)
564 pages, Figs
Non-linear Time Series
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  • Non-linear Time Series ISBN: 9780198523000 Paperback Jul 1993 Usually dispatched within 2-3 weeks
    £82.99
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About this book Contents Customer reviews Related titles

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.

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

Customer Reviews

By: Howell Tong(Author)
564 pages, Figs
Media reviews

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

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