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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.
Title: Non-Linear Time Series: A Dynamical System ...
Publisher: Oxford University Press (UK)
Publication Date: 1993
Binding: Paperback
Condition: new
Seller: Buchpark, Trebbin, Germany
Condition: Gut. Zustand: Gut | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 1353253/203
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paperback. Condition: Gut. 584 Seiten; 9780198523000.3 Gewicht in Gramm: 1. Seller Inventory # 795704
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Seller: Ammareal, Morangis, France
Softcover. Condition: Très bon. Ancien livre de bibliothèque avec équipements. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Ammareal gives back up to 15% of this item's net price to charity organizations. Seller Inventory # G-619-582
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Seller: WorldofBooks, Goring-By-Sea, WS, United Kingdom
Paperback. Condition: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR014315226
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1050grams, ISBN:9780198523000. Seller Inventory # 5843963
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Seller: AussieBookSeller, Truganina, VIC, Australia
Paperback. Condition: new. Paperback. 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 havemotivated 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, andstability, and demonstrates their role in the analysis of non-linear time series. The result is a book which provides the first accessible and comprehensive account of these exciting new developments and bridges the gap between linear and chaotic time series analysis. Both statisticians and dynamical system theorists will benefit from this account of the interplay between their subjects and the author has included discussions of many of the outstanding open problems whichremain. As a companion to this book, a microcomputer software package is available for the testing for nonlinearity and the fitting of threshold autoregressive models. For moreinformation, please contact the author. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Seller Inventory # 9780198523000
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