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Oxford University Press
08 July 1993
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.
By:   Howell Tong (Mathematical Institute Mathematical Institute University of Kent Canterbury)
Imprint:   Oxford University Press
Country of Publication:   United Kingdom
Edition:   New edition
Volume:   6
Dimensions:   Height: 234mm,  Width: 155mm,  Spine: 30mm
Weight:   822g
ISBN:   9780198523000
ISBN 10:   0198523009
Series:   Oxford Statistical Science Series
Pages:   580
Publication Date:   08 July 1993
Audience:   Professional and scholarly ,  Undergraduate
Format:   Paperback
Publisher's Status:   Active
Preface ; Acknowlegement ; Introduction ; 1. An introduction to dynamical systems ; 2. Some non-linear time series models ; 3. Probability structure ; 4. Statistical aspects ; 5. Non-linear least-squares prediction based on non-linear models ; 6. Case studies

Reviews for Non-linear Time Series: A Dynamical System Approach

'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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