Nonparametric Statistics for Stochastic Processes : Estimation and Prediction

Bosq, D.

ISBN 10: 0387947132 / ISBN 13: 9780387947136

Published by Springer New York, 1996

About this Item

Zustand: Sehr gut | Seiten: 188 | Sprache: Englisch | Produktart: Bücher.

Seller Inventory # 157461/202

Bibliographic Details

• Title: Nonparametric Statistics for Stochastic Processes : Estimation and Prediction
• Publisher: Springer New York
• Publication Date: 1996
• Language: English
• ISBN 10: 0387947132
• ISBN 13: 9780387947136
• Binding: Soft cover
• Condition: Sehr gut

About this title

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 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.