Nonparametric Statistics for Stochastic Processes
Estimation and Prediction
2nd Edition
Published on 13. August 1998
Book
Paperback/Softback
XVI, 232 pages
978-0-387-98590-9 (ISBN)
Description
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.
More details
Series
Edition
Second Edition 1998
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Research
Edition type
New edition
Illustrations
XVI, 232 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 13 mm
Weight
359 gr
ISBN-13
978-0-387-98590-9 (9780387985909)
DOI
10.1007/978-1-4612-1718-3
Schweitzer Classification
Other editions
Previous edition
Book
03/1996
Springer
€85.55
Article exhausted; check for reprint
Content
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.