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Nonparametric Statistics for Stochastic Processes : Estimation and Prediction...

Description: Nonparametric Statistics for Stochastic Processes : Estimation and Prediction, Paperback by Bosq, Denis, ISBN 0387985905, ISBN-13 9780387985909, Like New Used, Free shipping in the US Recently new developments have taken place in the theory of nonpara metric statistics for stochastic processes. Optimal asymptotic results have been obtained and special behaviour of estimators and predictors in con tinuous time has been pointed out. This book is devoted to these questions. It also gives some indica tions about implementation of nonparametric methods and comparison with parametric ones, including numerical results. of the results presented here are new and have not yet been published, expecially those in Chapters IV, V and VI. Apart from some improvements and corrections, this second edition con tains a new chapter dealing with the use of local time in density estimation. I am grateful to W. Hardie, Y. Kutoyants, F. Merlevede and G. Oppenheim who made important remarks that helped much to improve the text. I am greatly indebted to B. Heliot for her careful reading of the manus cript which allowed to ameliorate my english. I also express my gratitude to D. Blanke, L. Cotto and P. Piacentini who read portions of the manuscript and made some useful suggestions. I also thank M. Gilchrist and J. Kimmel for their encouragements. My aknowlegment also goes to M. Carbon, M. Delecroix, B. Milcamps and J .M. Poggi who authorized me to reproduce their numerical results. My greatest debt is to D. Tilly who prepared the typescript with care and efficiency. Preface to the second edition This edition contains some improvements and corrections, and two new chapters.

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Nonparametric Statistics for Stochastic Processes : Estimation and Prediction...

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Book Title: Nonparametric Statistics for Stochastic Processes : Estimation an

Number of Pages: Xvi, 232 Pages

Language: English

Publication Name: Nonparametric Statistics for Stochastic Processes : Estimation and Prediction

Publisher: Springer New York

Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Applied

Publication Year: 1998

Features: Revised

Item Weight: 25.8 Oz

Type: Textbook

Author: D. Bosq

Subject Area: Mathematics

Item Length: 9.3 in

Series: Lecture Notes in Statistics Ser.

Item Width: 6.1 in

Format: Trade Paperback

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