Nonlinear time series analysis since 1990: Some personal reflections

DOI10.1007/s102550200017zbMath1018.37049OpenAlexW2165856902MaRDI QIDQ1862924

Howel Tong

Publication date: 2 September 2003

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s102550200017

zbMATH Keywords

chaosdynamical systemstime series analysisfinancial time seriespanel of time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Time series analysis of dynamical systems (37M10) General histories, source books (01A05) History of dynamical systems and ergodic theory (37-03)

Related Items (1)

Exponential decay of correlations for a real-valued dynamical system embedded in \(\mathbb{R}^2\)

Uses Software

• FinTS

Cites Work

• A note on the equivalence of two approaches for specifying a Markov process
• Nonlinear time series. Nonparametric and parametric methods
• Smoothness priors analysis of time series
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Sampling-Based Approaches to Calculating Marginal Densities
• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
• The Current Position of Statistics: A Personal View
• An Adaptive Estimation of Dimension Reduction Space
• Chaos: A statistical perspective
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