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Nonparametric Statistics for Stochastic Processes Estimation and Prediction
























Nonparametric Statistics for Stochastic Processes Estimation and Prediction


Author(s):
D. Bosq



Collection:
Lecture Notes in Statistics 110


Publisher:
Springer-Verlag New York


Year:
1998


Language:
English


Pages:
232 pages


Size:
1.19 MB


Extension:
DJVU





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[content title="Description"]This book is devoted to the theory and applications of nonparametic functional estimation and prediction. Chapter 1 provides an overview of inequalities and limit theorems for strong mixing processes. Density and regression estimation in discrete time are studied in Chapter 2 and 3. The special rates of convergence which appear in continuous time are presented in Chapters 4 and 5. This second edition is extensively revised and it contains two new chapters. Chapter 6 discusses the surprising local time density estimator. Chapter 7 gives a detailed account of implementation of nonparametric method and practical examples in economics, finance and physics. Comarison with ARMA and ARCH methods shows the efficiency of nonparametric forecasting. The prerequisite is a knowledge of classical probability theory and statistics. Denis Bosq is Professor of Statistics at the Unviersity of Paris 6 (Pierre et Marie Curie). He is Editor-in-Chief of "Statistical Inference for Stochastic Processes" and an editor of "Journal of Nonparametric Statistics". He is an elected member of the International Statistical Institute. He has published about 90 papers or works in nonparametric statistics and four books.
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[content title="Content"] [/content]

[content title="About the author"]D. Bosq has PhD University of Paris 1971[/content]

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Télécharger Nonparametric Statistics for Stochastic Processes Estimation and Prediction EBOOK PDF EPUB DJVU. Download Nonparametric Statistics for Stochastic Processes Estimation and Prediction EBOOK PDF EPUB DJVU.


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