Nonparametric Statistics for Stochastic Processes

Download or read book Nonparametric Statistics for Stochastic Processes written by Denis Bosq and published by Springer Science & Business Media. This book was released on 1996 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 convergence rates. How to implement the method is discussed in detail and several numerical results are presented. This book will be of interest to specialists in mathematical statistics and to those who wish to apply these methods to practical problems involving time series analysis.