Nonlinear Time Series Analysis: Methods And Applications

By Cees Diks

Methods of nonlinear time series analysis are discussed from a dynamical systems perspective on the one hand, and from a statistical perspective on the other. After giving an informal overview of the... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 9810235054
• ISBN13: 9789810235055
• Release Date: August 1999
• Publisher: Wspc
• Length: 218 Pages
• Weight: 0.90 lbs.
• Dimensions: 9.2" x 0.5" x 6.2"

Customer Reviews

Passion

Of course there are many books dealing with the relationship between non-linear time series and chaos. It resembles the situation where one has to choose among two women that you both love, but after spending a weekend without passion with one of them, you know where to go for. After reading the book by Diks, and comparing it to related work, I can only come to the conclusion that it stands out. The book is clear, well written, and obviously relevant to theorists working in such divergent fields as statistics, finance, and physics. To each professor supervising a Ph.D. student I would therefore like to say: put it on the required reading list and if necessary use to force to make them on the subjects discussed by Diks.

Dramatic, chaotic and yet analytic.

Seldomly I have read a book on this subject which was so clear and well written. Diks turns out to be a captivating writer, who does not scare away from truth, equations, or Greek letters. I'm waiting for part 2, to see how the story ends.