Non-Linear Time Series: A Dynamical System Approach - Couverture rigide

Tong, Howell

 
9780198522249: Non-Linear Time Series: A Dynamical System Approach
Couverture rigide
ISBN 10 : 019852224X ISBN 13 : 9780198522249
Editeur : Clarendon Press, 1990

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Revue de presse

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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Clarendon Press
Date d'édition
1990
Langue
anglais
ISBN 10 
019852224X
ISBN 13 
9780198522249
Reliure
Relié
Nombre de pages
580
Coordonnées du fabricant
non disponible
Personne responsable
Messaggerie Libri
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Assago Milano
Italie

Autres éditions populaires du même titre

9780198523000: Non-linear Time Series : A Dynamical System Approach: A Dynamical System Approach

Edition présentée

ISBN 10 :  0198523009 ISBN 13 :  9780198523000
Editeur : OUP Oxford, 1993
Couverture souple