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Non-linear Time Series: A Dynamical System Approach: No. 6 (Oxford Statistical Science S.) - Hardcover

 
9780198522249: Non-linear Time Series: A Dynamical System Approach: No. 6 (Oxford Statistical Science S.)

Synopsis

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.

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No time series specialist can be without this book. (Short Book Reviews)

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  • PublisherClarendon Press
  • Publication date1990
  • ISBN 10 019852224X
  • ISBN 13 9780198522249
  • BindingHardcover
  • LanguageEnglish
  • Number of pages580

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9780198523000: Non-linear Time Series : A Dynamical System Approach: A Dynamical System Approach: 6 (Oxford Statistical Science Series)

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ISBN 10:  0198523009 ISBN 13:  9780198523000
Publisher: OUP Oxford, 1993
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Tong, Howell
ISBN 10: 019852224X ISBN 13: 9780198522249
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Hardcover. Condition: Fine. First Edition. Hardcover, no dust jacket. First edition. Fine condition. No marks, mars, or writing. Slight sunning to spine. Tight binding. Errata slip laid in. Large 8vo. 564 pp. including references, subject index, and name index. Seller Inventory # 96594

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hardcover. Condition: Very Good. Oxford University Press, 1990. Hard cover, first edition. VG condition with no dust jacket, as issued. A nice clean copy. Seller Inventory # SKU1082023

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1st edition. Library copy. Good copy in the original illustrated boards. Spine bands and panel edges somewhat edge-nicked and rubbed as with age. Bumped corners. Remains particularly well-preserved overall. Library marks remain internally. Series: Oxford statistical science series ; 6. Physical description: xvi, 564 p. : ill ; 24 cm. Subjects: Time-series analysis; Nonlinear theories; Time-series analysis; Mathematics. 1 Kg. Seller Inventory # 422894

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1st edition. Library copy. Good copy in the original illustrated boards. Spine bands and panel edges somewhat edge-nicked and rubbed as with age. Bumped corners. Remains particularly well-preserved overall. Library marks remain internally. Series: Oxford statistical science series ; 6. Physical description: xvi, 564 p. : ill ; 24 cm. Subjects: Time-series analysis; Nonlinear theories; Time-series analysis; Mathematics. 1 Kg. Seller Inventory # 422894

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