Nonparametric Statistics for Stochastic Processes: Estimation and Prediction
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY
Springer US
1996
|
| Series: | Lecture Notes in Statistics
110 |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (1 illus. in color) |
| ISBN: | 9781468404890 9780387947136 |
| ISSN: | 0930-0325 |
| DOI: | 10.1007/978-1-4684-0489-0 |
Staff View
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| isbn | 9781468404890 9780387947136 |
| issn | 0930-0325 |
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| 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 |