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Nonparametric Statistics for Stochastic Processes : Estimation and Prediction

Author: D Bosq
Publisher: New York, NY : Springer New York, 1998.
Series: Lecture notes in statistics (Springer-Verlag), 110.
Edition/Format:   eBook : Document : English : Second editionView all editions and formats
Summary:
This book is devoted to the theory and applications of nonparametic functional estimation and prediction. Chapter 1 provides an overview of inequalities and limit theorems for strong mixing processes. Density and regression estimation in discrete time are studied in Chapter 2 and 3. The special rates of convergence which appear in continuous time are presented in Chapters 4 and 5. This second edition is extensively  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: D Bosq
ISBN: 9781461217183 1461217180
OCLC Number: 853263969
Description: 1 online resource (xvi, 232 pages).
Contents: Inequalities for Mixing Processes --
Density Estimation for Discrete Time Processes --
Regression Estimation and Prediction for Discrete Time Processes --
Kernel Density Estimation for Continuous Time Processes --
Regression Estimation and Prediction in Continuous Time --
The Local Time Density Estimator --
Implementation of Nonparametric Method and Numerical Appliations.
Series Title: Lecture notes in statistics (Springer-Verlag), 110.
Responsibility: by D. Bosq.

Abstract:

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  Read more...

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