Zur Startseite gehen
0,00 €*
Cover: 9780387985909 | Nonparametric Statistics for Stochastic Processes | D. Bosq | Buch
Dekorationsartikel gehören nicht zum Leistungsumfang.
Nonparametric Statistics for Stochastic Processes
Estimation and Prediction
Taschenbuch von D. Bosq
Sprache: Englisch

149,79 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Aktuell nicht verfügbar

Kategorien:
Beschreibung
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.
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.
Zusammenfassung
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.
Inhaltsverzeichnis
Synopsis.- 1. Inequalities for mixing processes.- 2. Density estimation for discrete time processes.- 3. Regression estimation and prediction for discrete time processes.- 4. Kernel density estimation for continuous time processes.- 5. Regression estimation and prediction in continuous time.- 6. The local time density estimator.- 7. Implementation of nonparametric method and numerical applications.- References.
Details
Erscheinungsjahr: 1998
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Reihe: Lecture Notes in Statistics
Inhalt: xvi
232 S.
ISBN-13: 9780387985909
ISBN-10: 0387985905
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Bosq, D.
Auflage: 2nd ed. 1998
Hersteller: Springer New York
Springer US, New York, N.Y.
Lecture Notes in Statistics
Maße: 235 x 155 x 13 mm
Von/Mit: D. Bosq
Erscheinungsdatum: 13.08.1998
Gewicht: 0,359 kg
Artikel-ID: 102580065
Zusammenfassung
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.
Inhaltsverzeichnis
Synopsis.- 1. Inequalities for mixing processes.- 2. Density estimation for discrete time processes.- 3. Regression estimation and prediction for discrete time processes.- 4. Kernel density estimation for continuous time processes.- 5. Regression estimation and prediction in continuous time.- 6. The local time density estimator.- 7. Implementation of nonparametric method and numerical applications.- References.
Details
Erscheinungsjahr: 1998
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Reihe: Lecture Notes in Statistics
Inhalt: xvi
232 S.
ISBN-13: 9780387985909
ISBN-10: 0387985905
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Bosq, D.
Auflage: 2nd ed. 1998
Hersteller: Springer New York
Springer US, New York, N.Y.
Lecture Notes in Statistics
Maße: 235 x 155 x 13 mm
Von/Mit: D. Bosq
Erscheinungsdatum: 13.08.1998
Gewicht: 0,359 kg
Artikel-ID: 102580065
Warnhinweis

Ähnliche Produkte

Ähnliche Produkte

Taschenbuch
Cover: 9783034304757 | Cognitive Morphodynamics | Jean Petitot | Taschenbuch | Paperback
Cognitive Morphodynamics
Dynamical Morphological Models of Constituency in Perception and Syntax
EAN: 9783034304757
Sprache: Englisch
Von/Mit: Jean Petitot

95,75 €*

Lieferzeit 4-7 Werktage

Taschenbuch
Cover: 9780008144722 | Practice Book Year 11 | For the English National Curriculum | Buch
Practice Book Year 11
For the English National Curriculum
EAN: 9780008144722
Sprache: Englisch
Von/Mit: Lianhuo Fan
Maße: 216 x 287 x 21 mm

19,80 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9781872686172 | Maths for Practice and Revision | Peter Robson | Taschenbuch | 1993
Maths for Practice and Revision
EAN: 9781872686172
Sprache: Englisch
Von/Mit: Peter Robson
Maße: 203 x 144 x 7 mm

11,90 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9783642620768 | Nonparametric and Semiparametric Models | Wolfgang Karl Härdle (u. a.)
Nonparametric and Semiparametric Models
EAN: 9783642620768
Sprache: Englisch
Von/Mit: Wolfgang Karl Härdle (u. a.)

192,59 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9781468494907 | Ergodic Theory and Semisimple Groups | R. J. Zimmer | Taschenbuch
Ergodic Theory and Semisimple Groups
EAN: 9781468494907
Sprache: Englisch
Von/Mit: R. J. Zimmer

149,79 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783540102809 | Ausbildung in Medizinischer Dokumentation, Statistik und...
Ausbildung in Medizinischer Dokumentation, Statistik und Datenverarbeitung
Symposium anläßlich des zehnjährigen Bestehens der Schule für Medizinische Dokumentationsassistenten der Universität...
EAN: 9783540102809
Sprache: Deutsch
Von/Mit: W. Gaus

54,99 €*

Lieferzeit 2-4 Werktage

Buch
Cover: 9788847025332 | How to Make Money by Fast Trading | A Guide to Success | Lorenzo
How to Make Money by Fast Trading
A Guide to Success
EAN: 9788847025332
Sprache: Englisch
Von/Mit: Renato Di Lorenzo

53,49 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9781441931627 | Computational Genome Analysis | An Introduction | Deonier (u. a.) | xx
Computational Genome Analysis
An Introduction
EAN: 9781441931627
Sprache: Englisch
Von/Mit: Richard C. Deonier (u. a.)

59,55 €*

Lieferzeit 4-7 Werktage

Taschenbuch
Cover: 9781484248904 | MongoDB Recipes | With Data Modeling and Query Building Strategies
MongoDB Recipes
With Data Modeling and Query Building Strategies
EAN: 9781484248904
Sprache: Englisch
Von/Mit: Dharanitharan Ganesan (u. a.)

40,30 €*

Lieferzeit 4-7 Werktage

Buch
Cover: 9783030445584 | Algorithmic Combinatorics: Enumerative Combinatorics, Special...
Algorithmic Combinatorics: Enumerative Combinatorics, Special Functions and Computer Algebra
In Honour of Peter Paule on his 60th Birthday
EAN: 9783030445584
Sprache: Englisch
Von/Mit: Carsten Schneider (u. a.)

97,45 €*

Lieferzeit 1-2 Wochen

Buch
Cover: 9783030891909 | The Absolute Galois Group of a Semi-Local Field | Moshe Jarden (u. a.)
The Absolute Galois Group of a Semi-Local Field
EAN: 9783030891909
Sprache: Englisch
Von/Mit: Moshe Jarden (u. a.)

109,95 €*

Lieferzeit 1-2 Wochen

Diese Website verwendet Cookies, um eine bestmögliche Erfahrung bieten zu können. Mehr Informationen ...