Nonparametric Statistics for Stochastic Processes

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  • Nonparametric Statistics for Stochastic Processes Book Detail

  • Author : Denis Bosq
  • Release Date : 1996
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 194
  • ISBN 13 :
  • File Size : 46,46 MB

Nonparametric Statistics for Stochastic Processes by Denis Bosq PDF Summary

Book Description: 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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