Nonparametric statistics for stochastic processes. Estimation and prediction. (Q1271097): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q310614 |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Denis Bosq / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-1-4612-1718-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4292026806 / rank | |||
Normal rank | |||
Latest revision as of 00:05, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric statistics for stochastic processes. Estimation and prediction. |
scientific article |
Statements
Nonparametric statistics for stochastic processes. Estimation and prediction. (English)
0 references
4 November 1998
0 references
[For the review of the first edition from 1996 see Zbl 0857.62081).] This edition contains some improvements and corrections, and two new chapters. Chapter 6 deals with the use of local time in density estimation. The local time furnishes an unbiased density estimator and its approximation by a kernel estimator gives new insight in the choice of bandwidth. Implementation and numerical applications to finance and economics are gathered and developed in Chapter 7.
0 references
nonparametric prediction
0 references
dependence structure
0 references
coupling techniques
0 references
inequalities
0 references
mixing processes
0 references
density estimation
0 references
discrete-time processes
0 references
uniform almost sure convergence
0 references
asymptotic normality
0 references
kernel estimators
0 references
random regressors
0 references
optimal asymptotics
0 references
mean square error
0 references
prediction of Markov processes
0 references
regression functions
0 references
continuous-time processes
0 references
irregular paths
0 references
superoptimality
0 references
local time
0 references
finance
0 references
economics
0 references
quadratic errors
0 references
