Nonparametric Statistics for Stochastic Processes

Estimation and Prediction

D. Bosq (Autor)

Buch | Softcover

232 Seiten

1998 | Second Edition 1998
Springer-Verlag New York Inc.
978-0-387-98590-9 (ISBN)

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Deals with the theory and applications of nonparametic functional estimation and prediction. This book provides an overview of inequalities and limit theorems for strong mixing processes. It studies density and regression estimation in discrete time. It presents the special rates of convergence which appear in continuous time.

Synopsis.- 1. Inequalities for mixing processes.- 2. Density estimation for discrete time processes.- 3. Regression estimation and prediction for discrete time processes.- 4. Kernel density estimation for continuous time processes.- 5. Regression estimation and prediction in continuous time.- 6. The local time density estimator.- 7. Implementation of nonparametric method and numerical applications.- References.

Reihe/Serie	Lecture Notes in Statistics ; 110
Zusatzinfo	XVI, 232 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Statistik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-387-98590-5 / 0387985905
ISBN-13	978-0-387-98590-9 / 9780387985909
Zustand	Neuware