Nonparametric Statistics for Stochastic Processes: Estimation and Prediction: v. 110 (Lecture Notes in Statistics) - Tapa blanda

Bosq, Denis

 
9780387947136: Nonparametric Statistics for Stochastic Processes: Estimation and Prediction: v. 110 (Lecture Notes in Statistics)

Sinopsis

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.

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Reseña del editor

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.

Biografía del autor

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.

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Otras ediciones populares con el mismo título

9781468404906: Nonparametric Statistics for Stochastic Processes: Estimation and Prediction

Edición Destacada

ISBN 10:  1468404903 ISBN 13:  9781468404906
Editorial: Springer, 2012
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