An edition of Nonparametric statistics for stochastic processes
(1996)
Nonparametric statistics for stochastic processes
estimation and prediction
2nd ed.
by Denis Bosq
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This 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.
The book assumes a knowledge of classical probability theory and statistics.
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| Edition | Availability |
|---|---|
1
Nonparametric statistics for stochastic processes: estimation and prediction
1998, Springer
in English
- 2nd ed.
0387985905 9780387985909
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2
Nonparametric statistics for stochastic processes: estimation and prediction
1996, Springer
in English
0387947132 9780387947136
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Book Details
Edition Notes
Includes bibliographical references (p. [196]-206) and index.
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