Nonparametric Statistics for Stochastic Processes Estimation and Prediction
Başlık:
Nonparametric Statistics for Stochastic Processes Estimation and Prediction
ISBN:
9781461217183
Personal Author:
Edition:
2nd ed. 1998.
Yayın Bilgileri:
New York, NY : Springer New York : Imprint: Springer, 1998.
Fiziksel Tanımlama:
XVI, 232 p. online resource.
Series:
Lecture Notes in Statistics, 110
Contents:
Synopsis -- 1. Inequalities for mixing processes -- 2. Density estimation for discrete time processes -- 3. Regression estimation and prediction for discrete time processes -- 4. Kernel density estimation for continuous time processes -- 5. Regression estimation and prediction in continuous time -- 6. The local time density estimator -- 7. Implementation of nonparametric method and numerical applications -- References.
Ek Kurum Yazarı:
Dil:
English