Nonlinear time series : a dynamical system approach.

fundamental concepts of dynamical system theory and their role in the analysis of nonlinear time seris are discussed

Personal Name(s):	Howell, T.
Imprint:	Oxford : Clarendon Pr., 1990.
Physical Description:	XVI, 564 S.
Note:	englisch
ISBN:	019852224X 9780198522249
Series Title:	Oxford statistical science series ; 6.
Keywords:	chaotic time series Canadian lynx nonlinear autoregressive models tests for linearity stochastic stability probability structure
Subject (ZB):	time series analysis dynamical system stability theory least square method Lyapunov exponent Lyapunov function
Classification:	MWA - Probability theory - general MWH - Statistics