This book provides a mathematically rigorous treatment of the theory of nonparametric estimation and prediction for stochastic processes. It discusses discrete time and continuous time, and the emphasis is on the kernel methods. Several new results are presented concerning optimal and superoptimal convergence rates. How to implement the method is discussed in detail and several numerical results are presented. This book will be of interest to specialists in mathematical statistics and to those who wish to apply these methods to practical problems involving time series analysis.
- ISBN10 0387947132
- ISBN13 9780387947136
- Publish Date 27 March 1996
- Publish Status Out of Print
- Out of Print 22 March 2008
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Format Paperback (US Trade)
- Pages 188
- Language English