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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 Not in stock: Usually dispatched within 2-3 weeks
Price: £120.00
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.



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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