You might also like

More about Nonparametric Statistics for Stochastic Processes

• Book details
• Synopsis
• Trending among others

You get 349 loyalty points

Book synopsis

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 revised and it contains two new chapters. Chapter 6 discusses the surprising local time density estimator. Chapter 7 gives a detailed account of implementation of nonparametric method and practical examples in economics, finance and physics. Comarison with ARMA and ARCH methods shows the efficiency of nonparametric forecasting. The prerequisite is a knowledge of classical probability theory and statistics.

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

• Full title: Nonparametric Statistics for Stochastic Processes
• Subtitle: Estimation and Prediction
• Author: D. Bosq
• Language: English
• Binding: Paperback
• Number of pages: 232
• EAN: 9780387985909
• ISBN: 0387985905
• ID: 01385548
• Publisher: Springer-Verlag New York Inc.
• Weight: 730 g
• Dimensions: 235 × 155 × 13 mm
• Date of publishing: 13. August 1998

Trending among others

---

---

---