Non-linear Time Series : A Dynamical System Approach: A Dynamical System Approach: 6 (Oxford Statistical Science Series) - Softcover
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 provides the first accessible and comprehensive account of these exciting new developments and bridges the gap between linear and chaotic time series analysis. Both statisticians and dynamical system theorists will benefit from this account of the interplay between their subjects and the author has included discussions of many of the outstanding open problems which remain.
As a companion to this book, a microcomputer software package is available for the testing for nonlinearity and the fitting of threshold autoregressive models. For more information, please contact the author.
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No time series specialist can be without this book. (Short Book Reviews)
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Non-Linear Time Series: A Dynamical System Approach (Oxford Statistical Science Series, 6)
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Non-Linear Time Series: A Dynamical System Approach (Oxford Statistical Science Series, 6)
Published by
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ISBN 10: 0198523009
ISBN 13: 9780198523000
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Non-Linear Time Series: A Dynamical System Approach (Oxford Statistical Science Series, 6)
Published by
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ISBN 10: 0198523009
ISBN 13: 9780198523000
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Non-Linear Time Series: A Dynamical System Approach (Oxford Statistical Science Series, 6)
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ISBN 13: 9780198523000
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Non-Linear Time Series ' a Dynamical System Approach '
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Condition: Gut. Zustand: Gut | Seiten: 584 | Sprache: Englisch | Produktart: Bücher | 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. This book, now available in paperback, is an introduction to some of these developments and the present state of research. Seller Inventory # 1353253/203
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Non-linear Time Series (Paperback)
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ISBN 10: 0198523009
ISBN 13: 9780198523000
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Paperback. Condition: new. Paperback. 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 havemotivated 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, andstability, and demonstrates their role in the analysis of non-linear time series.The result is a book which provides the first accessible and comprehensive account of these exciting new developments and bridges the gap between linear and chaotic time series analysis. Both statisticians and dynamical system theorists will benefit from this account of the interplay between their subjects and the author has included discussions of many of the outstanding open problems whichremain.As a companion to this book, a microcomputer software package is available for the testing for nonlinearity and the fitting of threshold autoregressive models. For moreinformation, please contact the author. 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. This book, now available in paperback, is an introduction to some of these developments and the present state of research. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Seller Inventory # 9780198523000
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