Nonparametric Statistics for Stochastic Processes: Estimation and Prediction: v. 110 - Brossura

Bosq, D.

Brossura

ISBN 10: 0387947132 ISBN 13: 9780387947136

Casa editrice: Springer US, 1996

Riassunto

This book provides a mathematically rigorous treatment of the theory of nonparametric estimation and prediction for stochastic processes. It discusses discrete time and continuous time, and the emphasis is on the kernel methods. Several new results are presented concerning optimal and superoptimal convergence rates. How to implement the method is discussed in detail and several numerical results are presented. This book will be of interest to specialists in mathematical statistics and to those who wish to apply these methods to practical problems involving time series analysis.

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Contenuti

Contents: Synopsis.- Inequalities for Mixing Processes.- Density Estimation for Discrete Time Processes.- Regression Estimation and Prediction for Discrete Time Processes.- Density Estimation for Continuous Time Processes.- Regression Estimates and Prediction in Continuous Time.- Appendix.- Bibliography.- Index.

Dettagli dell'edizione

• Editore: Springer US
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 0387947132
• ISBN 13: 9780387947136
• Rilegatura: Copertina flessibile
• Numero di pagine: 188
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania