Library copy. Good copy in the original illustrated boards. Spine bands and panel edges somewhat edge-nicked and rubbed as with age. Bumped corners. Remains particularly well-preserved overall. Library marks remain internally. Series: Oxford statistical science series ; 6. Physical description: xvi, 564 p. : ill ; 24 cm. Subjects: Time-series analysis; Nonlinear theories; Time-series analysis; Mathematics. 1 Kg.

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Bibliographic Details

Title: Non-linear time series : a dynamical system approach
Publisher: Oxford : Oxford University Press
Publication Date: 1990
Language: English
ISBN 10: 019852224X
ISBN 13: 9780198522249
Binding: Hardcover
Edition: 1st edition.
Weight: 1 kilogram

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.

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