Nonparametric curve estimation from time series:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
1989
|
| Schriftenreihe: | Lecture notes in statistics
60 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 153 S. graph. Darst. |
| ISBN: | 3540971742 0387971742 |
Internformat
MARC
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| 245 | 1 | 0 | |a Nonparametric curve estimation from time series |c Lázló Györfi ... |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 1989 | |
| 300 | |a VIII, 153 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in statistics |v 60 | |
| 650 | 4 | |a Estimation, Théorie de l' | |
| 650 | 7 | |a Lissage (Statistique) |2 ram | |
| 650 | 7 | |a Non-parametrische statistiek |2 gtt | |
| 650 | 7 | |a Schattingstheorie |2 gtt | |
| 650 | 4 | |a Statistique non-paramétrique | |
| 650 | 7 | |a Statistique non-paramétrique |2 ram | |
| 650 | 4 | |a Série chronologique | |
| 650 | 7 | |a Série chronologique |2 ram | |
| 650 | 7 | |a Tijdreeksen |2 gtt | |
| 650 | 4 | |a Nonparametric statistics | |
| 650 | 4 | |a Estimation theory | |
| 650 | 4 | |a Time-series analysis | |
| 650 | 0 | 7 | |a Nichtparametrische Schätzung |0 (DE-588)4203980-0 |2 gnd |9 rswk-swf |
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| 700 | 1 | |a Györfi, László |e Sonstige |0 (DE-588)1023925419 |4 oth | |
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Datensatz im Suchindex
| _version_ | 1805074809782009856 |
|---|---|
| adam_text |
Table of contents.
Chapter I: INTRODUCTION 1
Chapter II: DEPENDENT SAMPLES 5
1. Stationary and ergodic sequences 5
2. Mixing sequences 5
2.1. if—mixing sequences 5
2.2. p mixing sequences 6
2.3. a mixing sequences 8
2.4. Examples and general comments 9
3. Martingale differences and mixingales 11
4. Dependence characterized by densities 14
Chapter III: REGRESSION ESTIMATION
AND TIME SERIES ANALYSIS 15
1. Introduction. 15
2. Universal consistency in regression estimation 1G
3. Uniform convergence of kernel estimates 22
3.1. Introduction: kernel estimate under
independence 22
3.2. General assumptions 24
3.3. Case of p mixing variables 25
3.4. Case of p mixing variables 32
3.5. Case of a mixing variables 36
4. Time series analysis and prediction under mixing
conditions 40
4.1. Introduction 40
4.2. Nonparametric time series analysis 40
4.3. Markovian prediction 44
4.4. Case of autoregressive processes 47
5. Time series analysis for ergodic processes 48
6. Estimation of the derivatives of a regression 49
Chapter IV: DENSITY ESTIMATION 53
1. Histogram 53
1.1. The a.s. L, consistency 54
1.2. Is the histogram L, consistent? GO
1.3. The rate of convergence 62
2. Kernel estimate 6(5
2.1. The a.s. Lt consistency 66
2.2. The rate of convergence 71
3. Recursive kernel estimate 73
Chapter V: DISTRIBUTION
AND HAZARD FUNCTION ESTIMATION 81
1. Introduction 81
2. Glivenko Cantelli's theorem for mixing sequences 82
3. Uniform consistency of kernel density estimates 91
4. Kernel hazard estimation 93
4.1. Definition and assumptions 93
4.2. Case of ^ mixing variables 95
4.3. Case of p mixing variables 98
4.4. Case of a mixing variables 99
VIII
5. k NN hazard estimation 101
5.1. Definition and assumptions 101
5.2. p mixing variables 102
5.3. p—mixing variables 102
5.4. a mixing variables 103
Chapter VI: HOW TO SELECT TOE
SMOOTHING PARAMETER 105
1. The smoothness problem 105
1.1. Introduction 105
1.2. An example 105
1.3. The amount of smoothness 107
1.4. The aim of cross validation procedures 108
2. Main mathematical tool 109
3. Cross validation for kernel density estimation 114
3.1. Introduction 114
3.2. Asymptotic optimality 116
3.3. About other selection techniques 127
4. Cross validation for kernel hazard estimate 128
4.1. Introduction 128
4.2. Asymptotic optimality 129
5. Cross validation for kernel regression estimate 130
5.1. Introduction and asymptotic optimality 130
B ib 1iography 135
Author index 147
Subject index 151 |
| any_adam_object | 1 |
| author_GND | (DE-588)1023925419 |
| building | Verbundindex |
| bvnumber | BV002612072 |
| callnumber-first | Q - Science |
| callnumber-label | QA278 |
| callnumber-raw | QA278.8.N63 1989 |
| callnumber-search | QA278.8.N63 1989 |
| callnumber-sort | QA 3278.8 N63 41989 |
| callnumber-subject | QA - Mathematics |
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| classification_tum | MAT 634f |
| ctrlnum | (OCoLC)21162276 (DE-599)BVBBV002612072 |
| dewey-full | 519.5/4420 519.5/44 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/44 20 519.5/44 |
| dewey-search | 519.5/44 20 519.5/44 |
| dewey-sort | 3519.5 244 220 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV002612072 |
| illustrated | Illustrated |
| indexdate | 2024-07-20T05:31:25Z |
| institution | BVB |
| isbn | 3540971742 0387971742 |
| language | English |
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| oclc_num | 21162276 |
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| physical | VIII, 153 S. graph. Darst. |
| publishDate | 1989 |
| publishDateSearch | 1989 |
| publishDateSort | 1989 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in statistics |
| series2 | Lecture notes in statistics |
| spelling | Nonparametric curve estimation from time series Lázló Györfi ... Berlin [u.a.] Springer 1989 VIII, 153 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture notes in statistics 60 Estimation, Théorie de l' Lissage (Statistique) ram Non-parametrische statistiek gtt Schattingstheorie gtt Statistique non-paramétrique Statistique non-paramétrique ram Série chronologique Série chronologique ram Tijdreeksen gtt Nonparametric statistics Estimation theory Time-series analysis Nichtparametrische Schätzung (DE-588)4203980-0 gnd rswk-swf Glättung (DE-588)4157404-7 gnd rswk-swf Zeitreihe (DE-588)4127298-5 gnd rswk-swf Zeitreihe (DE-588)4127298-5 s Glättung (DE-588)4157404-7 s Nichtparametrische Schätzung (DE-588)4203980-0 s DE-604 Györfi, László Sonstige (DE-588)1023925419 oth Lecture notes in statistics 60 (DE-604)BV002447846 60 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001679580&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Nonparametric curve estimation from time series Lecture notes in statistics Estimation, Théorie de l' Lissage (Statistique) ram Non-parametrische statistiek gtt Schattingstheorie gtt Statistique non-paramétrique Statistique non-paramétrique ram Série chronologique Série chronologique ram Tijdreeksen gtt Nonparametric statistics Estimation theory Time-series analysis Nichtparametrische Schätzung (DE-588)4203980-0 gnd Glättung (DE-588)4157404-7 gnd Zeitreihe (DE-588)4127298-5 gnd |
| subject_GND | (DE-588)4203980-0 (DE-588)4157404-7 (DE-588)4127298-5 |
| title | Nonparametric curve estimation from time series |
| title_auth | Nonparametric curve estimation from time series |
| title_exact_search | Nonparametric curve estimation from time series |
| title_full | Nonparametric curve estimation from time series Lázló Györfi ... |
| title_fullStr | Nonparametric curve estimation from time series Lázló Györfi ... |
| title_full_unstemmed | Nonparametric curve estimation from time series Lázló Györfi ... |
| title_short | Nonparametric curve estimation from time series |
| title_sort | nonparametric curve estimation from time series |
| topic | Estimation, Théorie de l' Lissage (Statistique) ram Non-parametrische statistiek gtt Schattingstheorie gtt Statistique non-paramétrique Statistique non-paramétrique ram Série chronologique Série chronologique ram Tijdreeksen gtt Nonparametric statistics Estimation theory Time-series analysis Nichtparametrische Schätzung (DE-588)4203980-0 gnd Glättung (DE-588)4157404-7 gnd Zeitreihe (DE-588)4127298-5 gnd |
| topic_facet | Estimation, Théorie de l' Lissage (Statistique) Non-parametrische statistiek Schattingstheorie Statistique non-paramétrique Série chronologique Tijdreeksen Nonparametric statistics Estimation theory Time-series analysis Nichtparametrische Schätzung Glättung Zeitreihe |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001679580&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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