Nonparametric statistics for stochastic processes estimation and prediction

Bosq, D.:

ISBN 10: 0387947132 / ISBN 13: 9780387947136

Edité par Springer, 1996

A propos de cet article

Ehemaliges Bibliotheksexemplar mit Stempel innen und Bibliothekssignatur auf Einband in gutem Zustand. Ex-library with stamp and catalogue number on spine. GOOD condition, some traces of use. Sh 608 9780387947136 Sprache: Englisch Gewicht in Gramm: 550.

N° de réf. du vendeur 2080066

Détails bibliographiques

• Titre: Nonparametric statistics for stochastic processes estimation and prediction
• Éditeur: Springer
• Date de parution: 1996
• Langue: anglais
• ISBN à 10 chiffres: 0387947132
• ISBN à 13 chiffres: 9780387947136
• Reliure: Couverture souple
• Catalogues du vendeur:
  • SA MATHEMATIK

A propos de ce titre

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.