Nonparametric Statistics for Stochastic Processes Estimation and Prediction |
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| Author:
| Bosq, D. |
| Series title: | Lecture Notes in Statistics Ser. |
| ISBN: | 978-0-387-94713-6 |
| Publication Date: | Apr 1996 |
| Publisher: | Springer
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| Book Format: | Paperback |
| List Price: | USD $99.00 |
Book Description:
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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...
More DescriptionThis 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.