Nonparametric statistics for stochastic processes. Estimation and prediction.

DOI10.1007/978-1-4612-1718-3zbMath0902.62099OpenAlexW4292026806MaRDI QIDQ1271097

Publication date: 4 November 1998

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4612-1718-3

zbMATH Keywords

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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