Nonparametric statistics for stochastic processes : estimation and prediction /

This book provides a mathematically rigorous treatment of the theory of nonparametric estimation and prediction for stochastic processes. It discusses discrete time and continuous time, and the emphasis is on the kernel methods. Several new results are presented concerning optimal and superoptimal c...

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Bibliographic Details

Main Author:	Bosq, Denis, 1939-
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York : Springer, [1996]
Series:	Lecture notes in statistics (Springer-Verlag) ; v. 110.
Subjects:	Nonparametric statistics. Stochastic processes. Statistique non-paramétrique. Processus stochastiques. Non-parametrische statistiek. Stochastische processen. Tijdreeksen. Statistique non paramétrique. Nichtparametrische Statistik. Stochastischer Prozess. Electronic books.
Online Access:	Connect to the full text of this electronic book