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

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

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

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.

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.

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