Non-linear Time Series: A Dynamical System Approach by Howell TongNon-linear Time Series: A Dynamical System Approach by Howell Tong

Non-linear Time Series: A Dynamical System Approach

byHowell Tong

Paperback | April 1, 1993

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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, isan introduction to some of these developments and the present state of research.
Howell Tong is at University of Kent, Canterbury.
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Title:Non-linear Time Series: A Dynamical System ApproachFormat:PaperbackDimensions:580 pages, 9.25 × 6.3 × 1.18 inPublished:April 1, 1993Publisher:Oxford University Press

The following ISBNs are associated with this title:

ISBN - 10:0198523009

ISBN - 13:9780198523000

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Table of Contents

PrefaceAcknowlegementIntroduction1. An introduction to dynamical systems2. Some non-linear time series models3. Probability structure4. Statistical aspects5. Non-linear least-squares prediction based on non-linear models6. Case studies

Editorial Reviews

'The book will no doubt become a standard reference on the subject, and the source of many an interesting research topic.'Marji Lines, University of Udine, Ricerche Economiche (1993) 47