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Non-linear time series : a dynamical system approach / Howell Tong

資料種別:: 図書
出版情報:: Oxford : Clarendon
New York : Oxford University Press, c1990
形態:: xvi, 564 p. ; 24 cm
シリーズ名:: Oxford statistical science series ; 6 <BA00300551>
著者名:: Tong, Howell <DA04732204>
ISBN:: 9780198522249 [019852224X]
書誌ID:: BA10728817

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他の版・巻

Non-linear time series : a dynamical system approach (: pbk)
Howell Tong , Clarendon Press , 1993

書誌詳細

主題:

Nonlinear theories; Time-series analysis

言語:

英語

目次情報:

Introduction / 1：

An Introduction to Dynamical Systems / 2：

Some Non-Linear Time Series Models / 3：

Probability Structure / 4：

Statistical Aspects / 5：

Non-Linear Least Squares Prediction Based on Non-Linear Models / 6：

Case Studies / 7：

Introduction / 1：

An Introduction to Dynamical Systems / 2：

Some Non-Linear Time Series Models / 3：

Probability Structure / 4：

Statistical Aspects / 5：

Non-Linear Least Squares Prediction Based on Non-Linear Models / 6：

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