Inference and Prediction in Large Dimensions
From MaRDI portal
Publication:5424039
DOI10.1002/9780470724033zbMath1183.62157MaRDI QIDQ5424039
Publication date: 1 November 2007
Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/9780470724033
62M20: Inference from stochastic processes and prediction
62G10: Nonparametric hypothesis testing
62G05: Nonparametric estimation
62-02: Research exposition (monographs, survey articles) pertaining to statistics
Related Items
Tensorial products of functional ARMA processes, Nonparametric time series forecasting with dynamic updating, Spatial autoregressive and moving average Hilbertian processes, Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator, Multivariate Cramér-Rao inequality for prediction and efficient predictors, Weakly dependent functional data, A note on asymptotic parametric prediction, On a parametric family of sequential estimators of the density for a strong mixing process, Optimal and superoptimal convergence rate of the local linear estimator of nonparametric regression function in continuous time, Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process, Recursive regression estimators with application to nonparametric prediction, Estimation for the invariant law of an ergodic diffusion process based on high-frequency data, Comparing ARMA Processes with Roots of Modulus 1 and Polynomial Regression