Threshold Models in Non-linear Time Series Analysis:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1983
|
| Schriftenreihe: | Lecture Notes in Statistics
21 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (X, 323 p) |
| ISBN: | 9781468478884 9780387909189 |
| ISSN: | 0930-0325 |
| DOI: | 10.1007/978-1-4684-7888-4 |
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Datensatz im Suchindex
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| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4684-7888-4 |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:08Z |
| institution | BVB |
| isbn | 9781468478884 9780387909189 |
| issn | 0930-0325 |
| language | English |
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| spelling | Tong, Howell Verfasser aut Threshold Models in Non-linear Time Series Analysis by Howell Tong New York, NY Springer New York 1983 1 Online-Ressource (X, 323 p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Statistics 21 0930-0325 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 Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd rswk-swf Nichtlineare Zeitreihe (DE-588)4304586-8 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Spektraltheorie (DE-588)4116561-5 gnd rswk-swf Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 s Spektraltheorie (DE-588)4116561-5 s 1\p DE-604 Zeitreihenanalyse (DE-588)4067486-1 s 2\p DE-604 Nichtlineare Zeitreihe (DE-588)4304586-8 s 3\p DE-604 https://doi.org/10.1007/978-1-4684-7888-4 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Tong, Howell Threshold Models in Non-linear Time Series Analysis Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd Nichtlineare Zeitreihe (DE-588)4304586-8 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Spektraltheorie (DE-588)4116561-5 gnd |
| subject_GND | (DE-588)4276267-4 (DE-588)4304586-8 (DE-588)4067486-1 (DE-588)4116561-5 |
| title | Threshold Models in Non-linear Time Series Analysis |
| title_auth | Threshold Models in Non-linear Time Series Analysis |
| title_exact_search | Threshold Models in Non-linear Time Series Analysis |
| title_full | Threshold Models in Non-linear Time Series Analysis by Howell Tong |
| title_fullStr | Threshold Models in Non-linear Time Series Analysis by Howell Tong |
| title_full_unstemmed | Threshold Models in Non-linear Time Series Analysis by Howell Tong |
| title_short | Threshold Models in Non-linear Time Series Analysis |
| title_sort | threshold models in non linear time series analysis |
| topic | Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd Nichtlineare Zeitreihe (DE-588)4304586-8 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Spektraltheorie (DE-588)4116561-5 gnd |
| topic_facet | Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik Nichtlineare Zeitreihenanalyse Nichtlineare Zeitreihe Zeitreihenanalyse Spektraltheorie |
| url | https://doi.org/10.1007/978-1-4684-7888-4 |
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