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Nonlinear Time Series Analysis Since 1990: Some Personal Reflections

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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.

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Authors and Affiliations

  1. Department of Statistics & Actuarial Science, University of Hong Kong, Hong Kong, Hong Kong

    Howel Tong

  2. Department of Statistics, London School of Economics, London, United Kingdom

    Howel Tong

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  1. Howel Tong
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Correspondence to Howel Tong.

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Supported by Biological & Biotechnology Research Council and the Engineering & Physical Science Research Council of the United Kingdom, and by the Research Grant Council of Hong Kong.

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Tong, H. Nonlinear Time Series Analysis Since 1990: Some Personal Reflections. Acta Mathematicae Applicatae Sinica, English Series 18, 177–184 (2002). https://doi.org/10.1007/s102550200017

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  • DOI: https://doi.org/10.1007/s102550200017

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