Nonparametric Statistics for Stochastic Processes: Estimation and Prediction (Lecture Notes in Statistics, Vol 110)
D. Bosq
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.
درجه (قاطیغوری(:
کال:
1996
خپرندویه اداره:
Springer-Verlag
ژبه:
english
صفحه:
174
ISBN 10:
0387947132
فایل:
DJVU, 3.79 MB
IPFS:
,
english, 1996