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Více informací o knize Nonparametric Statistics for Stochastic Processes

• Parametry knihy
• Anotace
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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Nonparametric Statistics for Stochastic Processes
• Podnázev: Estimation and Prediction
• Autor: D. Bosq
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 232
• EAN: 9780387985909
• ISBN: 0387985905
• ID: 01385548
• Nakladatelství: Springer-Verlag New York Inc.
• Hmotnost: 730 g
• Rozměry: 235 × 155 × 13 mm
• Datum vydání: 13. August 1998

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