Non-Linear Time Series: A Dynamical System Approach; (Oxford Statistical Science Series)

Tong, Howell

ISBN 10: 019852224X / ISBN 13: 9780198522249

Edité par Oxford University Press, New York, 1990

A propos de cet article

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. N° de réf. du vendeur 96594

Détails bibliographiques

Titre : Non-Linear Time Series: A Dynamical System ...

Éditeur : Oxford University Press, New York

Date d'édition : 1990

Reliure : Hardcover

Etat : Fine

Edition : First Edition.

A propos de ce titre

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.

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.