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Threshold Models in Non-linear Time Series Analysis (Lecture Notes in Statistics, 21)

Threshold Models in Non-linear Time Series Analysis (Lecture Notes in Statistics, 21)

Threshold Models in Non-linear Time Series Analysis (Lecture Notes in
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Threshold Models in Non-linear Time Series Analysis (Lecture Notes in Statistics, 21) Paperback - 1983

by Tong, H

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Springer, 01/11/1983. Softcover reprint of the original 1st ed. 1983. paperback. New. 6.00x0.76x9.10. Buy with confidence. Excellent Customer Service & Return policy.
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Details

  • Title Threshold Models in Non-linear Time Series Analysis (Lecture Notes in Statistics, 21)
  • Author Tong, H
  • Binding Paperback
  • Edition Softcover reprint of the original 1st ed. 1983
  • Condition New
  • Pages 323
  • Volumes 1
  • Language ENG
  • Publisher Springer
  • Publication date 01/11/1983
  • Bookseller's Inventory # DADAX0387909184
  • ISBN 9780387909189 / 0387909184
  • Weight 1.04 lbs (0.47 kg)
  • Dimensions 9.21 x 6.14 x 0.7 in (23.39 x 15.60 x 1.78 cm)
  • Size 6.00x0.76x9.10
  • Category Gardening / Horticulture
  • Library of Congress subjects Spectral theory (Mathematics), Time-series analysis
  • Library of Congress Catalogue Number 83017026
  • Dewey Decimal Code 519.55
  • Quantity available 1

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Reader reviews for Threshold Models in Non-linear Time Series Analysis (Lecture Notes in Statistics, 21)

From the publisher

In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain. Despite my almost Confucian attitude of preferring talking (i.e. a transient record) to writing (i.e. a permanent record), the warm encouragement of friends has led to the ensuing notes. I am also only too conscious of the infancy of the methodology introduced in these notes. However, it is my sincere hope that exposure to a wider audience will accelerate its maturity. Readers are assumed to be familiar with the basic theory of time series analysis. The book by Professor M.B. Priestley (1981) may be used as a general reference. Chapter One is addressed to the general question: "why do we need non-linear time series models?" After describing some significant advantages of linear models, it singles out several major limitations of linearity. Of course, the selection reflects my personal view on the subject, which is only at its very beginning, although there does seem to be a general agreement in the literature that time irr'eversibility and limit cycles are among the most obvious.
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