Nonlinear Time Series Analysis of Economic and Financial Data (Hardcover) (ISBN-13: 9780792383796)

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.

Author: Philip Rothman
ISBN-10: 0792383796
ISBN-13: 9780792383796
Publisher: Springer
Language: English
Published: 01/31/1999
Pages: 373
Format: Hardcover
Weight: 1.50lbs
Size: 9.50h x 6.38w x 1.08d