Nonparametric Statistics for Stochastic Processes

Language: English

Published by Springer New York Aug 1998, 1998

0387985905 / 9780387985909

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -Recently new developments have taken place in the theory of nonpara metric statistics for stochastic processes. Optimal asymptotic results have been obtained and special behaviour of estimators and predictors in con tinuous time has been pointed out. This book is devoted to these questions. It also gives some indica tions about implementation of nonparametric methods and comparison with parametric ones, including numerical results. Ma.ny of the results presented here are new and have not yet been published, expecially those in Chapters IV, V and VI. Apart from some improvements and corrections, this second edition con tains a new chapter dealing with the use of local time in density estimation. I am grateful to W. Hardie, Y. Kutoyants, F. Merlevede and G. Oppenheim who made important remarks that helped much to improve the text. I am greatly indebted to B. Heliot for her careful reading of the manus cript which allowed to ameliorate my english. I also express my gratitude to D. Blanke, L. Cotto and P. Piacentini who read portions of the manuscript and made some useful suggestions. I also thank M. Gilchrist and J. Kimmel for their encouragements. My aknowlegment also goes to M. Carbon, M. Delecroix, B. Milcamps and J .M. Poggi who authorized me to reproduce their numerical results. My greatest debt is to D. Tilly who prepared the typescript with care and efficiency. Preface to the second edition This edition contains some improvements and corrections, and two new chapters. 232 pp. Englisch.

Seller Inventory # 9780387985909

Title
Nonparametric Statistics for Stochastic Processes
Author
D. Bosq
Publisher
Springer New York Aug 1998
Publication year
1998
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0387985905
ISBN 13
9780387985909
Edition
2nd Edition
Item weight
359 grams
Dimensions
235x155x13 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

Germany