Nonparametric Statistics for Stochastic Processes: Estimation and Prediction
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1998
|
| Ausgabe: | Second Edition |
| Schriftenreihe: | Lecture Notes in Statistics
110 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Recently new developments have taken place in the theory of nonparametric statistics for stochastic processes. Optimal asymptotic results have been obtained and special behaviour of estimators and predictors in continuous time has been pointed out. This book is devoted to these questions. It also gives some indications about implementation of nonparametric methods and comparison with parametric ones, including numerical results. Many 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 contains 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 manuscript 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 |
| Beschreibung: | 1 Online-Ressource (XVI, 232p) |
| ISBN: | 9781461217183 9780387985909 |
| ISSN: | 0930-0325 |
| DOI: | 10.1007/978-1-4612-1718-3 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV042419898 | ||
| 003 | DE-604 | ||
| 005 | 20230508 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150317s1998 |||| o||u| ||||||eng d | ||
| 020 | |a 9781461217183 |c Online |9 978-1-4612-1718-3 | ||
| 020 | |a 9780387985909 |c Print |9 978-0-387-98590-9 | ||
| 024 | 7 | |a 10.1007/978-1-4612-1718-3 |2 doi | |
| 035 | |a (OCoLC)1184382331 | ||
| 035 | |a (DE-599)BVBBV042419898 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-703 |a DE-91 |a DE-634 | ||
| 082 | 0 | |a 519.5 |2 23 | |
| 084 | |a MAT 000 |2 stub | ||
| 100 | 1 | |a Bosq, D. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Nonparametric Statistics for Stochastic Processes |b Estimation and Prediction |c by D. Bosq |
| 250 | |a Second Edition | ||
| 264 | 1 | |a New York, NY |b Springer New York |c 1998 | |
| 300 | |a 1 Online-Ressource (XVI, 232p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 1 | |a Lecture Notes in Statistics |v 110 |x 0930-0325 | |
| 500 | |a Recently new developments have taken place in the theory of nonparametric statistics for stochastic processes. Optimal asymptotic results have been obtained and special behaviour of estimators and predictors in continuous time has been pointed out. This book is devoted to these questions. It also gives some indications about implementation of nonparametric methods and comparison with parametric ones, including numerical results. Many 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 contains 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 manuscript 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 | ||
| 650 | 4 | |a Statistics | |
| 650 | 4 | |a Statistics, general | |
| 650 | 4 | |a Statistik | |
| 650 | 0 | 7 | |a Nichtparametrische Statistik |0 (DE-588)4226777-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 0 | 1 | |a Nichtparametrische Statistik |0 (DE-588)4226777-8 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 830 | 0 | |a Lecture Notes in Statistics |v 110 |w (DE-604)BV036592911 |9 110 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-1-4612-1718-3 |x Verlag |3 Volltext |
| 912 | |a ZDB-2-SMA |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SMA_Archive | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027855315 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804153091109421056 |
|---|---|
| any_adam_object | |
| author | Bosq, D. |
| author_facet | Bosq, D. |
| author_role | aut |
| author_sort | Bosq, D. |
| author_variant | d b db |
| building | Verbundindex |
| bvnumber | BV042419898 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)1184382331 (DE-599)BVBBV042419898 |
| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4612-1718-3 |
| edition | Second Edition |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03260nmm a2200493zcb4500</leader><controlfield tag="001">BV042419898</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230508 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s1998 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781461217183</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-4612-1718-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780387985909</subfield><subfield code="c">Print</subfield><subfield code="9">978-0-387-98590-9</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-1-4612-1718-3</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1184382331</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042419898</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bosq, D.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Nonparametric Statistics for Stochastic Processes</subfield><subfield code="b">Estimation and Prediction</subfield><subfield code="c">by D. Bosq</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Second Edition</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Springer New York</subfield><subfield code="c">1998</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XVI, 232p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Lecture Notes in Statistics</subfield><subfield code="v">110</subfield><subfield code="x">0930-0325</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Recently new developments have taken place in the theory of nonparametric statistics for stochastic processes. Optimal asymptotic results have been obtained and special behaviour of estimators and predictors in continuous time has been pointed out. This book is devoted to these questions. It also gives some indications about implementation of nonparametric methods and comparison with parametric ones, including numerical results. Many 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 contains 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 manuscript 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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics, general</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistik</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Nichtparametrische Statistik</subfield><subfield code="0">(DE-588)4226777-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Nichtparametrische Statistik</subfield><subfield code="0">(DE-588)4226777-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Lecture Notes in Statistics</subfield><subfield code="v">110</subfield><subfield code="w">(DE-604)BV036592911</subfield><subfield code="9">110</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-1-4612-1718-3</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_Archive</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027855315</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV042419898 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:05Z |
| institution | BVB |
| isbn | 9781461217183 9780387985909 |
| issn | 0930-0325 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027855315 |
| oclc_num | 1184382331 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (XVI, 232p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Springer New York |
| record_format | marc |
| series | Lecture Notes in Statistics |
| series2 | Lecture Notes in Statistics |
| spelling | Bosq, D. Verfasser aut Nonparametric Statistics for Stochastic Processes Estimation and Prediction by D. Bosq Second Edition New York, NY Springer New York 1998 1 Online-Ressource (XVI, 232p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Statistics 110 0930-0325 Recently new developments have taken place in the theory of nonparametric statistics for stochastic processes. Optimal asymptotic results have been obtained and special behaviour of estimators and predictors in continuous time has been pointed out. This book is devoted to these questions. It also gives some indications about implementation of nonparametric methods and comparison with parametric ones, including numerical results. Many 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 contains 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 manuscript 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 Statistics Statistics, general Statistik Nichtparametrische Statistik (DE-588)4226777-8 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s Nichtparametrische Statistik (DE-588)4226777-8 s 1\p DE-604 Lecture Notes in Statistics 110 (DE-604)BV036592911 110 https://doi.org/10.1007/978-1-4612-1718-3 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bosq, D. Nonparametric Statistics for Stochastic Processes Estimation and Prediction Lecture Notes in Statistics Statistics Statistics, general Statistik Nichtparametrische Statistik (DE-588)4226777-8 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4226777-8 (DE-588)4057630-9 |
| title | Nonparametric Statistics for Stochastic Processes Estimation and Prediction |
| title_auth | Nonparametric Statistics for Stochastic Processes Estimation and Prediction |
| title_exact_search | Nonparametric Statistics for Stochastic Processes Estimation and Prediction |
| title_full | Nonparametric Statistics for Stochastic Processes Estimation and Prediction by D. Bosq |
| title_fullStr | Nonparametric Statistics for Stochastic Processes Estimation and Prediction by D. Bosq |
| title_full_unstemmed | Nonparametric Statistics for Stochastic Processes Estimation and Prediction by D. Bosq |
| title_short | Nonparametric Statistics for Stochastic Processes |
| title_sort | nonparametric statistics for stochastic processes estimation and prediction |
| title_sub | Estimation and Prediction |
| topic | Statistics Statistics, general Statistik Nichtparametrische Statistik (DE-588)4226777-8 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Statistics Statistics, general Statistik Nichtparametrische Statistik Stochastischer Prozess |
| url | https://doi.org/10.1007/978-1-4612-1718-3 |
| volume_link | (DE-604)BV036592911 |
| work_keys_str_mv | AT bosqd nonparametricstatisticsforstochasticprocessesestimationandprediction |