Nonparametric statistics for stochastic processes
Subtitle: estimation and prediction
By: D. Bosq.
Series: Lecture notes in statistics -- 110; Lecture notes in statistics (Springer-Verlag) -- v. 110.
Publisher: Springer
Published: 1996
Place of publication: New York; London
Language: eng
Number of pages: 169
Subjects: Nonparametric statistics.; Stochastic processes.
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.
Notes: Includes bibliographical references (p. 156-165) and index.