Nonparametric Statistics for Stochastic Processes: Estimation and Prediction
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer US
1996
|
| 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 comparaison with parametric ones, including numerical results. Many of the results presented here are new and have not yet been published, expecially those in Chapters N and V. 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 acknowledgment also goes to M. Carbon, M. Delecroix, B. Milcamps and J .M. Poggi who authorized me to reproduce their numerical results |
| Beschreibung: | 1 Online-Ressource (1 illus. in color) |
| ISBN: | 9781468404890 9780387947136 |
| ISSN: | 0930-0325 |
| DOI: | 10.1007/978-1-4684-0489-0 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV042421046 | ||
| 003 | DE-604 | ||
| 005 | 20230508 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150317s1996 |||| o||u| ||||||eng d | ||
| 020 | |a 9781468404890 |c Online |9 978-1-4684-0489-0 | ||
| 020 | |a 9780387947136 |c Print |9 978-0-387-94713-6 | ||
| 024 | 7 | |a 10.1007/978-1-4684-0489-0 |2 doi | |
| 035 | |a (OCoLC)863892685 | ||
| 035 | |a (DE-599)BVBBV042421046 | ||
| 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 519.2 |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 |
| 264 | 1 | |a New York, NY |b Springer US |c 1996 | |
| 300 | |a 1 Online-Ressource (1 illus. in color) | ||
| 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 comparaison with parametric ones, including numerical results. Many of the results presented here are new and have not yet been published, expecially those in Chapters N and V. 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 acknowledgment also goes to M. Carbon, M. Delecroix, B. Milcamps and J .M. Poggi who authorized me to reproduce their numerical results | ||
| 650 | 4 | |a Mathematics | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 4 | |a Probability Theory and Stochastic Processes | |
| 650 | 4 | |a Mathematik | |
| 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/10.1007/978-1-4684-0489-0 |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:BVB01-027856463 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804153093668995072 |
|---|---|
| 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 | BV042421046 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)863892685 (DE-599)BVBBV042421046 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4684-0489-0 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02962nmm a2200493zcb4500</leader><controlfield tag="001">BV042421046</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230508 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s1996 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781468404890</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-4684-0489-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780387947136</subfield><subfield code="c">Print</subfield><subfield code="9">978-0-387-94713-6</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-1-4684-0489-0</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)863892685</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042421046</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">519.2</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="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Springer US</subfield><subfield code="c">1996</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (1 illus. in color)</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 comparaison with parametric ones, including numerical results. Many of the results presented here are new and have not yet been published, expecially those in Chapters N and V. 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 acknowledgment also goes to M. Carbon, M. Delecroix, B. Milcamps and J .M. Poggi who authorized me to reproduce their numerical results</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Distribution (Probability theory)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Probability Theory and Stochastic Processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</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/10.1007/978-1-4684-0489-0</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:BVB01-027856463</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.BV042421046 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:08Z |
| institution | BVB |
| isbn | 9781468404890 9780387947136 |
| issn | 0930-0325 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027856463 |
| oclc_num | 863892685 |
| 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 (1 illus. in color) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | Springer US |
| 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 New York, NY Springer US 1996 1 Online-Ressource (1 illus. in color) 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 comparaison with parametric ones, including numerical results. Many of the results presented here are new and have not yet been published, expecially those in Chapters N and V. 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 acknowledgment also goes to M. Carbon, M. Delecroix, B. Milcamps and J .M. Poggi who authorized me to reproduce their numerical results Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik 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/10.1007/978-1-4684-0489-0 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 Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik 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 | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Nichtparametrische Statistik (DE-588)4226777-8 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Nichtparametrische Statistik Stochastischer Prozess |
| url | https://doi.org/10.1007/978-1-4684-0489-0 |
| volume_link | (DE-604)BV036592911 |
| work_keys_str_mv | AT bosqd nonparametricstatisticsforstochasticprocessesestimationandprediction |