Nonparametric Statistics for Stochastic Processes

Name: Nonparametric Statistics for Stochastic Processes
Brand: Springer-Verlag New York Inc.
SKU: 9780387985909
Price: 3198 CZK
Availability: InStock

Estimation and Prediction

Autor: D. Bosq

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer-Verlag New York Inc.

Dostupnost: Skladem u dodavatele

Odesíláme za 5-8 dnů

3 198 Kč

This book is devoted to the theory and applications of nonparametic functional estimation and predic...

Informace o knize

Autor

D. Bosq

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

1998

Stránek

232

EAN

9780387985909

ISBN

0387985905

Enbook ID

01385548

Vydavatel

Springer-Verlag New York Inc.

Hmotnost

730

Rozměry

155 x 235 x 13

Kompletní popis

This book is devoted to the theory and applications of nonparametic functional estimation and prediction. Chapter 1 provides an overview of inequalities and limit theorems for strong mixing processes. Density and regression estimation in discrete time are studied in Chapter 2 and 3. The special rates of convergence which appear in continuous time are presented in Chapters 4 and 5. This second edition is extensively revised and it contains two new chapters. Chapter 6 discusses the surprising local time density estimator. Chapter 7 gives a detailed account of implementation of nonparametric method and practical examples in economics, finance and physics. Comarison with ARMA and ARCH methods shows the efficiency of nonparametric forecasting. The prerequisite is a knowledge of classical probability theory and statistics.

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Nonparametric Statistics for Stochastic Processes

Estimation and Prediction

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také