Nonparametric Statistics for Stochastic Processes
Estimation and Prediction
Seiten
1996
Springer-Verlag New York Inc.
978-0-387-94713-6 (ISBN)
Springer-Verlag New York Inc.
978-0-387-94713-6 (ISBN)
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This work discusses discrete time and continuous time, with emphasis on the kernel methods. Recent results concerning optimal and superoptimal convergence rates are presented, and the implementation of the method is discussed.
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.
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.
Contents: Synopsis.- Inequalities for Mixing Processes.- Density Estimation for Discrete Time Processes.- Regression Estimation and Prediction for Discrete Time Processes.- Density Estimation for Continuous Time Processes.- Regression Estimates and Prediction in Continuous Time.- Appendix.- Bibliography.- Index.
| Reihe/Serie | Lecture Notes in Statistics ; v. 110 |
|---|---|
| Zusatzinfo | black & white illustrations |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 156 x 234 mm |
| Gewicht | 272 g |
| Einbandart | Paperback |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| ISBN-10 | 0-387-94713-2 / 0387947132 |
| ISBN-13 | 978-0-387-94713-6 / 9780387947136 |
| Zustand | Neuware |
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