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Non-linear time series : a dynamical system approach

Author: Howell Tong
Publisher: Oxford : Clarendon Press ; New York : Oxford University Press, 1990.
Series: Oxford statistical science series, 6.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

The analysis of time series data is a central component of statistical research and practice, and the theory of linear time series is well-established. This book introduces the rapidly developing  Read more...

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Additional Physical Format: Online version:
Tong, Howell.
Non-linear time series.
Oxford : Clarendon Press ; New York : Oxford University Press, 1990
(OCoLC)899704875
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Howell Tong
ISBN: 019852224X 9780198522249 0198523009 9780198523000
OCLC Number: 20669833
Description: xvi, 564 pages : illustrations, map ; 24 cm.
Contents: 1. Introduction --
2. An introduction to dynamical systems --
3. Some non-linear time series models --
4. Probability structure --
5. Statistical aspects --
6. Non-linear least squares prediction based on non-linear models --
7. Case studies --
Appendix 1. Deterministic stability, stochastic, and ergodicity / by K.S. Chan --
Appendix 2. Martingale limit theory --
Appendix 3. Data.
Series Title: Oxford statistical science series, 6.
Responsibility: Howell Tong.
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No time series specialist can be without this book. * Short Book Reviews *

 
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