Nonparametric Statistics for Stochastic Processes: Estimation and Prediction (Lecture Notes in Statistics, 110) - Softcover
Synopsis
Written by one of the leading statisticians in France, this revision offers new material on the theory and applications of nonparametric statistics for stochastic processes.
"synopsis" may belong to another edition of this title.
About the Author
Denis Bosq is Professor of Statistics at the Unviersite de Paris 6 (Pierre et Marie Curie). He is Editor-in-Chief of "Statistical Inference for Stochastic Processes" and an editor of "Journal of Nonparametric Statistics". He is an elected member of the International Statistical Institute. He has published about 90 papers or works in nonparametric statistics and four books.
"About this title" may belong to another edition of this title.
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Nonparametric Statistics for Stochastic Processes: Estimation and Prediction (Second Edition)
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ISBN 13: 9780387985909
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Trade Paperback. Condition: Good. Dust Jacket Condition: No Dust Jacket. Second Edition. An ex-library copy in original paper covers of the second edition. The usual ex-libris markings. The binding is sound (with no spine creasing), the text is clean/unmarked, and there is little cover wear. Book. Seller Inventory # 063539
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Nonparametric Statistics for Stochastic Processes : Estimation and Prediction
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Nonparametric Statistics for Stochastic Processes: Estimation and Prediction (Lecture Notes in Statistics, 110)
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Nonparametric Statistics for Stochastic Processes : Estimation and Prediction
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Nonparametric Statistics for Stochastic Processes
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Nonparametric Statistics for Stochastic Processes
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Nonparametric Statistics for Stochastic Processes
Published by
Springer New York Aug 1998, 1998
ISBN 10: 0387985905
ISBN 13: 9780387985909
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 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 con tains 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 manus cript 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. 232 pp. Englisch. Seller Inventory # 9780387985909
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Nonparametric Statistics for Stochastic Processes
Published by
Springer New York, 1998
ISBN 10: 0387985905
ISBN 13: 9780387985909
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Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Written by one of the leading statisticians in France, this revision offers new material on the theory and applications of nonparametric statistics for stochastic processes.Synopsis.- 1. Inequalities for mixing processes.- 2. Density estimation for disc. Seller Inventory # 5913388
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Nonparametric Statistics for Stochastic Processes: Estimation and Prediction
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Springer-Verlag New York Inc., 1998
ISBN 10: 0387985905
ISBN 13: 9780387985909
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Nonparametric Statistics for Stochastic Processes
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Springer, Springer Aug 1998, 1998
ISBN 10: 0387985905
ISBN 13: 9780387985909
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Written by one of the leading statisticians in France, this revision offers new material on the theory and applications of nonparametric statistics for stochastic processes.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 232 pp. Englisch. Seller Inventory # 9780387985909
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