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Nonparametric Statistics for Stochastic Processes
Denis Bosq
其他書名
Estimation and Prediction
出版Springer Science & Business Media, 2012-12-06
主題Mathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN146840489X9781468404890
URLhttp://books.google.com.hk/books?id=Ae3TBwAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋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.