Nonparametric Statistics for Stochastic Processes: Estimation and Prediction (Lecture Notes in Statistics, Vol 110)

Nonparametric Statistics for Stochastic

📁 Nonparametric Statistics for Stochastic Processes: Estimation and Prediction

✍ D. Bosq (auth.) 📂 Library 📅 1998 🏛 Springer-Verlag New York 🌐 English

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

📁 Nonparametric Statistics for Stochastic Processes: Estimation and Prediction

✍ D. Bosq (auth.) 📂 Library 📅 1998 🏛 Springer-Verlag New York 🌐 English

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

📁 Nonparametric statistics for stochastic processes

✍ D. Bosq 📂 Library 📅 1996 🏛 Springer 🌐 English

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.

Nonparametric Monte Carlo Tests and Thei

📁 Nonparametric Monte Carlo Tests and Their Applications (Lecture Notes in Statistics)

✍ Lixing Zhu 📂 Library 📅 2005 🏛 Springer 🌐 English

A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximation to the null distribution of the test provides a convenient and powerful means of testing model fit. Nonparametric Monte Carlo Tests and Their Applicat

Lecture Notes In Statistics Bayesian Spe

📁 Lecture Notes In Statistics Bayesian Spectrum Analysis And Parameter Estimation

✍ G. Larry Bretthorst 📂 Library 📅 1988 🏛 Springer 🌐 English

Nonparametric Monte Carlo Tests and Thei

📁 Nonparametric Monte Carlo Tests and Their Applications (Lecture Notes in Statistics, 182)

✍ Li-Xing Zhu 📂 Library 📅 2005 🏛 Springer 🌐 English

<p><span>A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximation to the null distribution of the test provides a convenient and powerful means of testing model fit. Nonparametric Monte Carlo Tests and Their