Nonparametric Statistics for Stochastic Processes: Estimation and Prediction By D. Bosq
Publisher: Springer | ISBN: 0387947132 | 1996 | DJVU | 169 pages | 1 Mb
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.