Non-Linear Time Series: A Dynamical System Approach (Oxford Statistical Science Series, Vol 6)

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9780198522249: Non-Linear Time Series: A Dynamical System Approach (Oxford Statistical Science Series, Vol 6)

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.

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About the Author:

Howell Tong is at University of Kent, Canterbury.

Review:

'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

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Howell Tong
Published by Oxford Science Publications (1990)
ISBN 10: 019852224X ISBN 13: 9780198522249
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Book Description Oxford Science Publications, 1990. Hardcover. Book Condition: Very Good. Very good hardcover, no jacket as issued, edge-wear, previous owner's name on ffep, otherwise text is clean. Not ex-library. Oxford Statistical Science Series volume 6. Discusses 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. Bookseller Inventory # 000990

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Book Description Clarendon Press, 1990. Book Condition: Fair. Volume 6. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. , 1150grams, ISBN:9780198522249. Bookseller Inventory # 7017975

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Book Description Aug 31, 1990. Book Condition: Used: Very Good. Crisp and clean, minor wear on one bottom corner, Laminated hardcover, Ex University library. Bookseller Inventory # 0901PAH8AG1

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Book Description Clarendon Pr, 1990. Hardcover. Book Condition: Used: Good. Bookseller Inventory # SONG019852224X

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Book Description Clarendon Pr, 1990. Hardcover. Book Condition: Good. Great reading/study copy. May have highlights and/or notes. Ships Fast! Satisfaction Guaranteed!. Bookseller Inventory # mon0000534196

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Book Description Clarendon Pr, 1990. Hardcover. Book Condition: Very Good. Great condition with minimal wear, aging, or shelf wear. Bookseller Inventory # P02019852224X

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