An edition of Nonparametric statistics for stochastic processes
(1996)
Nonparametric statistics for stochastic processes
estimation and prediction
2nd ed.
by Denis Bosq
Share
×Close
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.
Check nearby libraries
Buy this book
| Edition | Availability |
|---|---|
1
Nonparametric statistics for stochastic processes: estimation and prediction
1998, Springer
in English
- 2nd ed.
0387985905 9780387985909
|
aaaa
|
2
Nonparametric statistics for stochastic processes: estimation and prediction
1996, Springer
in English
0387947132 9780387947136
|
zzzz
|
Book Details
Edition Notes
Includes bibliographical references (p. [196]-206) and index.
Classifications
The Physical Object
Edition Identifiers
Work Identifiers
Community Reviews (0)
Lists
History
- Created April 1, 2008
- 10 revisions
Wikipedia citation
×CloseCopy and paste this code into your Wikipedia page. Need help?
| July 14, 2024 | Edited by MARC Bot | import existing book |
| May 3, 2023 | Edited by ImportBot | import existing book |
| February 26, 2022 | Edited by ImportBot | import existing book |
| November 28, 2020 | Edited by MARC Bot | import existing book |
| April 1, 2008 | Created by an anonymous user | Imported from Scriblio MARC record |