This book is devoted to the theory and applications of nonparametic functional estimation and prediction. Chapter 1 provides an overview of inequalities and limit theorems for strong mixing processes. Density and regression estimation in discrete time are studied in Chapter 2 and 3. The special rate
Nonparametric statistics for stochastic processes
β Scribed by D. Bosq
- Publisher
- Springer
- Year
- 1996
- Tongue
- English
- Leaves
- 180
- Series
- Lecture Notes in Statistics, Vol 110
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
This work discusses discrete time and continuous time, with emphasis on the kernel methods. Recent results concerning optimal and superoptimal convergence rates are presented, and the implementation of the method is discussed.
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