Nonparametric Statistics for Stochastic Processes

Estimation and Prediction

AvD. Bosq,K. Krickeberg

Häftad, Engelska, 1998

Del 110 i serien Lecture Notes in Statistics

1 502 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Fler format och utgåvor

E-bok

1 886 kr

Beskrivning

Written by one of the leading statisticians in France, this revision offers new material on the theory and applications of nonparametric statistics for stochastic processes.

Produktinformation

Utgivningsdatum:1998-08-13
Mått:155 x 235 x 13 mm
Vikt:359 g
Format:Häftad
Språk:Engelska
Serie:Lecture Notes in Statistics
Antal sidor:232
Upplaga:2
Förlag:Springer-Verlag New York Inc.
ISBN:9780387985909

Utforska kategorier

Innehållsförteckning

Synopsis.- 1. Inequalities for mixing processes.- 2. Density estimation for discrete time processes.- 3. Regression estimation and prediction for discrete time processes.- 4. Kernel density estimation for continuous time processes.- 5. Regression estimation and prediction in continuous time.- 6. The local time density estimator.- 7. Implementation of nonparametric method and numerical applications.- References.