Non-Linear Time Series: A Dynamical System Approach (Oxford Statistical Science Series, 6) [Paperback]

Howell Tong (Author)

Book Description

ISBN-10: 0198523009 | ISBN-13: 978-0198523000 | Publication Date: July 8, 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.

Editorial Reviews

Review

'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

About the Author

Howell Tong is at University of Kent, Canterbury.

Product Details

• Paperback: 564 pages
• Publisher: Oxford University Press (UK) (July 8, 1993)
• Language: English
• ISBN-10: 0198523009
• ISBN-13: 978-0198523000
• Product Dimensions: 11.9 x 9.8 x 1.3 inches
• Shipping Weight: 1.8 pounds (View shipping rates and policies)
• Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
• Amazon Best Sellers Rank: #2,517,324 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

4 of 4 people found the following review helpful:

5.0 out of 5 stars Such a useful text!, April 29, 2000

By 

Trapani Lorenzo (Domodossola, Italy) - See all my reviews

This review is from: Non-Linear Time Series: A Dynamical System Approach (Oxford Statistical Science Series, 6) (Paperback)

I absolutely appreciated this book, which, in my opinion, perfectly matches with another book by Lawrence Perko titled "Differential equations and dynamical systems". The main reason why I think this is a very good book is that it deals in a quite clear and extremely precise way with the analysis of attractors for stochastic time series, also developing non trivial concepts such as Lyapunov functions and the study of chaos. Thanks to its completeness and to a great number of examples, it can be extremely useful for both the applied mathematician who wants to improve his or her knowledge concerning the analysis and the application of both deterministic and stochastic dynamical systems and for the econometrician as well. One only fault: it should have been written later: the concept of non linear cointegration could have been dealt with, making the text even more useful for econometricians. A must read, anyway.