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Nonlinear Time Series Analysis: Methods And Applications

Name: Nonlinear Time Series Analysis: Methods And Applications
Brand: World Scientific Publishing Co Pte Ltd
SKU: 05066040
Price: 34368 HUF
Availability: InStock
Author: Cees Diks
ISBN: 9789810235055

Cees Diks

Language

English

Book Hardback

Libristo code: 05066040

Publishers World Scientific Publishing Co Pte Ltd, August 1999

Methods of nonlinear time series analysis are discussed in this text from a dynamical systems perspe... Full description

Libristo code: 05066040

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34 368 Ft

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Methods of nonlinear time series analysis are discussed in this text from a dynamical systems perspective on the one hand, and from a statistical perspective on the other. After giving an informal overview of the theory of dynamical systems relevant to the analysis of deterministic time series, time series generated by nonlinear stochastic systems and spatio-temporal dynamical systems are considered. Several statistical methods for the analysis of nonlinear time series are presented and illustrated with applications to physical and physiological time series.