Non-Linear Time Series ' a Dynamical System Approach '

Howell Tong

ISBN 10: 0198523009 / ISBN 13: 9780198523000

Published by Clarendon Press, 1993

About this Item

pp. 584.

Seller Inventory # 26501266

Bibliographic Details

• Title: Non-Linear Time Series ' a Dynamical System Approach '
• Publisher: Clarendon Press
• Publication Date: 1993
• Language: English
• ISBN 10: 0198523009
• ISBN 13: 9780198523000
• Binding: Soft cover
• Condition: New

About this title

Synopsis

Written by an internationally recognized expert in the field, this book provides a valuable introduction to the rapidly growing area of non-linear time series. Because developments in the study of dynamical systems have motivated many of the advances discussed here, the author's coverage includes such fundamental concepts of dynamical systems theory as limit cycles, Lyapunov functions, thresholds, and stability, with detailed descriptions of their role in the analysis of non-linear time series data. As the first accessible and comprehensive account of these exciting new developments, this unique volume bridges the gap between linear and chaotic time series analysis. Both statisticians and dynamical systems theorists will value its survey of recent developments and the present state of research, as well as the discussion of a number of unsolved problems in the field.

About the Author

Howell Tong is at University of Kent, Canterbury.