Author | Tong, Howell. author |
---|---|
Title | Threshold Models in Non-linear Time Series Analysis [electronic resource] / by Howell Tong |
Imprint | New York, NY : Springer New York, 1983 |
Connect to | http://dx.doi.org/10.1007/978-1-4684-7888-4 |
Descript | X, 323 p. online resource |
One Introduction -- 1. Time Series Model Building -- 2. Stationarity -- 3. Linear Gaussian Models -- 4. Some Advantages and Some Limitations of Arma Models -- 5. What Next? -- Two Some Basic Concepts -- 1. Orientation -- 2. Limit Cycles -- 3. Some Examples of Threshold Models -- 4. Time Delay -- 5. Discussion -- Three Threshold Models -- 1. A Canonical Form -- 2. Generality of Setar Models -- 3. Non-Linear Difference Equations -- 4. Threshold Models and Discrete-Time Non-Linear Vibrations -- 5. Ergodicity -- 6. Stationary Distributions and Moments -- 7. Cyclical Structure and Multi-Step-Ahead Forecasting -- Four Identification -- 1. A General Principle -- 2. Estimation of Parameters -- 3. Sampling Properties -- 4. Diagnostics and Graphical Methods -- 5. Miscellanea -- Five Some Case Studies -- 1. Analysis of Some Ecological Data -- 2. Analysis of the Sunspot Numbers -- 3. Analysis of Some Riverflow Data -- 4. A Case Study with Laboratory Data -- 5. A Fuzzy Extension -- 6. Concluding Remarks -- Appedices -- References -- Author Index