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LEADER: 02448fam a2200385 a 4500
001 2220357
005 20220615233449.0
008 980605t19981998nyua b 001 0 eng
010 $a 98028496
020 $a0387985905 (softcover : alk. paper)
035 $a(OCoLC)39281991
035 $a(OCoLC)ocm39281991
035 $9ANU8430CU
035 $a(NNC)2220357
035 $a2220357
040 $aDLC$cDLC$dDLC$dOrLoB-B
050 00 $aQA278.8$b.B67 1998
082 00 $a519.5/4$221
100 1 $aBosq, Denis,$d1939-$0http://id.loc.gov/authorities/names/n90698090
245 10 $aNonparametric statistics for stochastic processes :$bestimation and prediction /$cD. Bosq.
250 $a2nd ed.
260 $aNew York :$bSpringer,$c[1998], ©1998.
300 $a210 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aLecture notes in statistics ;$v110
504 $aIncludes bibliographical references (p. [196]-206) and index.
505 00 $gCh. 1.$tInequalities for mixing processes --$gCh. 2.$tDensity estimation for discrete time processes --$gCh. 3.$tRegression estimation and prediction for discrete time processes --$gCh. 4.$tKernel density estimation for continuous time processes --$gCh. 5.$tRegression estimation and prediction in continuous time --$gCh. 6.$tThe local time density estimator --$gCh. 7.$tImplementation of nonparametric method and numerical applications.
520 $aThis book is devoted to the theory and applications of nonparametric functional estimation and prediction. The second edition is extensively revised and contains two new chapters. One discusses the surprising local time density estimator. The other gives a detailed account of the implementation of nonparametric methods and practical examples in economics, finance, and physics. A comparison with ARMA and ARCH methods shows the efficiency of nonparametric forecasting.
520 8 $aThe book assumes a knowledge of classical probability theory and statistics.
650 0 $aNonparametric statistics.$0http://id.loc.gov/authorities/subjects/sh85092349
650 0 $aStochastic processes.$0http://id.loc.gov/authorities/subjects/sh85128181
650 0 $aEstimation theory.$0http://id.loc.gov/authorities/subjects/sh85044957
830 0 $aLecture notes in statistics (Springer-Verlag) ;$vv. 110.$0http://id.loc.gov/authorities/names/n42015168
852 00 $bmat$hQA278.8$i.B67 1998