Chaos: A Statistical Perspective

ISBN-13: 9781441929365 / Angielski / Miękka / 2010 / 300 str.

Kung-Sik Chan; Howell Tong

Opis

This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.

Recenzje

From the reviews:

SHORT BOOK REVIEWS

"The authors have done an excellent job, providing an overview of known results with detailed references to the literature, as well as pointing out some open problems. In general, the book serves to 'encourage more statisticians to join in with the fun of chaos'."

"The book fills a gap in the need to overview the present state of statistics and to point into the right direction for research. It seems to me that this has been achieved by the authors in an excellent way. Chan and Tong's book certainly deserves recommendation to anyone who is interested in dynamics, either as a statistician or as a researcher in the theory of dynamical systems, ergodic theory or differential equations." (Manfred Denker, Metrika, September, 2003)

"The authors fully attain their aim stated in the introduction. Their style is very friendly and they take much care to prevent technical details from obscuring the essential issues. The book requires careful reading but the profit is well worth the effort. A truly enjoyable and recommendable book!" (Ricardo Maronna, Statistical Papers, Vol. 44 (1), 2003)

Spis treści

1. Introduction; 2. Deterministic chaos; 3. Chaos and Stochastic Systems; 4. Statistical Analysis I; 5. Statistical Analysis II; 6. Nonlinear Least-Square Prediction; 7. Miscellaneous Topics; References

O autorze

Chaos has been extensively studied by mathematicians and scientists. The focus of this book is on the influence of chaos on statistics. It will be of intereste to researchers and graduate students in statistics, econometrics, engineering, and probability theory.