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

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

by Howell Tong

  • ISBN: 019852224X
  • Category: Mathematics
  • Subcategory: Math Science
  • Author: Howell Tong
  • Language: English
  • Publisher: Clarendon Pr; First Edition edition (October 1, 1990)
  • Pages: 564
  • ePub book: 1336 kb
  • Fb2 book: 1803 kb
  • Other: azw lit docx doc
  • Rating: 4.2
  • Votes: 737

Description

Book Condition: Book is tight and unmarked and does not appear to have been read. All proceeds from this sale go to support our local library system.

Book Condition: Book is tight and unmarked and does not appear to have been read. Minor shelf wear on the cover, but no tatters or stains. Sold by restonfriends.

Items related to Non-Linear Time Series: A Dynamical System Approach. Howell Tong Non-Linear Time Series: A Dynamical System Approach (Oxford Statistical Science Series, Vol 6). ISBN 13: 9780198522249. 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.

Tong, H. 1990 Non-linear time series. A dynamical system approach, Oxford University Press, Oxford. 1989 Testing and Modeling Threshold Autoregressive Processes, Journal of the American Statistical Association, Vol. 84, No. 405, pp. 231-40

Tong, H. 231-40. White, H. 1980 A onsistent Covariance Matrix Estimator and a Direct Test for Heteroscedasticity, Econometrica, 48, pp. 817-838.

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Nonlinear time series. A Dynamical System Approach. Oxford University Press, Oxford. Under some assumptions which ensure some probabilistic properties, and under other mild conditions, we establish the asymptotic properties of this estimate.

Non-Linear Time Series. Oxford Statistical Science Series.

clopedia of Statistical Science. Nonlinear Time Series: Nonparametric and Parametric Methods. Non-linear Time Series: A Dynamical System Approach. Oxford: Oxford University Press. 11. Tong, H. & Lim, . Heidelberg: Springer Science +Business Media, LLC REFERENCES. 1. Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedas-ticity. New York: Springer-Verlag. Threshold autoregression, limit cycles and cyclical data.

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Time Series Analysis by State Space Methods (Oxford Statistical Science Series). James Durbin, Siem Jan Koopman. Download (djvu, . 8 Mb) Donate Read.

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.