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Nonlinear Time Series Analysis: Methods And Applications

By: The Netherlands) Diks Cees (Univ Of Amsterdam (Author) , Uk) Tong Howell A M (London School Of Economics (Author)

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Ksh 15,750.00

Format: Hardback or Cased Book

ISBN-13: 9789810235055

Publisher: World Scientific Publishing Co Pte Ltd

Publication Date: Aug 20th, 1999

Category: Numerical analysis

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Provides an overview of the theory of dynamical systems relevant to the analysis of deterministic time series. The text considers time series generated by nonlinear stochastic systems and spatio-temporal dynamical systems. Statistical methods for the analysis of nonlinear time series are presented.

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