Nonparametric Statistics for Stochastic Processes: Estimation and Prediction: v. 110 (Lecture Notes in Statistics) - Softcover

Bosq, D.

Softcover

ISBN 10: 0387947132 ISBN 13: 9780387947136

Publisher: Springer US, 1996

Synopsis

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.

About this title

About the Author

Denis Bosq is a Professor at the Laboratory of Theoretical and Applied Statistics, University of Pierre & Marie Curie - Paris 6. He has over 100 published papers, 5 books, and is chief editor of the journal 'Statistical Inference for Stochastic Processes' as well as associate editor for the 'Journal of Non-Parametric Statistics'. He is a well-known specialist in the field of non-parametric statistical inference.

Synopsis

This work discusses discrete time and continuous time, with emphasis on the kernel methods. Recent results concerning optimal and superoptimal convergence rates are presented, and the implementation of the method is discussed.

Edition details

• Publisher: Springer US
• Publication date: 1996
• Language: English
• ISBN 10: 0387947132
• ISBN 13: 9780387947136
• Binding: Paperback
• Number of pages: 188