Nonparametric Statistics for Stochastic Processes: Estimation and Prediction

by Denis Bosq

Recently new developments have taken place in the theory of nonpara- metric statistics for stochastic processes. Optimal asymptotic results have been obtained and special behaviour of estimators and predictors in con- tinuous time has been pointed out. This book is devoted to these questions. It also gives some indica- tions about implementation of nonparametric methods and comparison with parametric ones, including numerical results. Ma.ny of the...

• Format: Paperback
• Language: English
• ISBN: 0387985905
• ISBN13: 9780387985909
• Release Date: August 1998
• Publisher: Springer
• Length: 232 Pages
• Weight: 0.80 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"