Nonlinear time series analysis since 1990: Some personal reflections
type: Item
instance of: scholarly article
title: Nonlinear time series analysis since 1990: Some personal reflections
zbMATH Open document ID: 1018.37049
author: Howel Tong
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2003-09-02T00:00:00Z
review text: The author reflects upon the developments of the nonlinear time series analysis since 1990 focusing on the following five directions which he believes are the most promising: the interface between the nonlinear time series analysis and chaos, the nonparametric and semiparametric approach, nonlinear state space modeling, nonlinear modeling of panels of time series, and financial series in both discrete and continuous time. The author finishes the paper by predicting even faster and exciting developments of the subject in the next twenty years.
Mathematics Subject Classification ID: 37M10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 37-03
Mathematics Subject Classification ID: 01A05
zbMATH DE Number: 1885861
zbMATH Keywords: time series analysis
zbMATH Keywords: chaos
zbMATH Keywords: financial time series
zbMATH Keywords: dynamical systems
zbMATH Keywords: panel of time series
reviewed by: Yuriy V. Rogovchenko
describes a project that uses: FinTS
MaRDI profile type: Publication
full work available at URL: s102550200017
OpenAlex ID: W2165856902
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DOI: 10.1007/S102550200017
description: scientific article; zbMATH DE number 1885861