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Nonlinear Time Series Analysis Since 1990: Some Personal Reflections

Nonlinear Time Series Analysis Since 1990: Some Personal Reflections I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and chaos, the nonparametric/semiparametric approach, nonlinear state space modelling, financial time series and nonlinear modelling of panels of time series. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Nonlinear Time Series Analysis Since 1990: Some Personal Reflections

Acta Mathematicae Applicatae Sinica , Volume 18 (2) – Jan 1, 2002

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Publisher
Springer Journals
Copyright
Copyright © 2002 by Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s102550200017
Publisher site
See Article on Publisher Site

Abstract

I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and chaos, the nonparametric/semiparametric approach, nonlinear state space modelling, financial time series and nonlinear modelling of panels of time series.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jan 1, 2002

References