Nonlinear time series analysis: methods and applications
Auteur :
Diks, Cees
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789810235055
Date de publication :
20 août 1999
Langue :
Anglais
Pays d'origine :
Singapour
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.