Nonparametric Statistics for Stochastic Processes: Estimation and Prediction - ISBN:0387947132

Nonparametric Statistics for Stochastic Processes: Estimation and Prediction

Date: 24 November 2010, 15:30

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Nonparametric Statistics for Stochastic Processes: Estimation and Prediction By D. Bosq
Publisher: Spri nger 1996 | 169 Pages | ISBN: 0387947132 | DJVU | 1 MB

This work discusses discrete time and continuous time, with emphasis on the kernel methods. Recent results concerning optimal and superoptimal convergence rates are presented, and the implementation of the method is discussed.

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