[下载]Nonparametric Statistics for Stochastic Processes

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2008-10-29 07:17:00 上传

[下载]Nonparametric Statistics for Stochastic Processes
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Nonparametric Statistics for Stochastic Processes: Estimation and Prediction

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 rates of convergence which appear in continuous time are presented in Chapters 4 and 5. This second edition is extensively revised and it contains two new chapters. Chapter 6 discusses the surprising local time density estimator. Chapter 7 gives a detailed account of implementation of nonparametric method and practical examples in economics, finance and physics. Comarison with ARMA and ARCH methods shows the efficiency of nonparametric forecasting. The prerequisite is a knowledge of classical probability theory and statistics. Denis Bosq is Professor of Statistics at the Unviersity of Paris 6 (Pierre et Marie Curie). He is Editor-in-Chief of "Statistical Inference for Stochastic Processes" and an editor of "Journal of Nonparametric Statistics". He is an elected member of the International Statistical Institute. He has published about 90 papers or works in nonparametric statistics and four books.

About the Author
Denis Bosq is Professor of Statistics at the Unviersite de Paris 6 (Pierre et Marie Curie). He is Editor-in-Chief of "Statistical Inference for Stochastic Processes" and an editor of "Journal of Nonparametric Statistics". He is an elected member of the International Statistical Institute. He has published about 90 papers or works in nonparametric statistics and four books.

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关键词：Stochastic Parametric Statistics Processes statistic 下载 Statistics Processes Stochastic

没有设为免费是因为实在太穷了, 不得已挣点钱. 搜索了一下, 貌似本坛首发.
另外因为是第一次发帖, 发的版面可能不对, 麻烦版主帮移到计量经济学

[此贴子已经被作者于2008-10-30 7:09:02编辑过]

基础知识要求高才看得懂

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1996 d.bosq France
three two seven six
 

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[此贴子已经被作者于2008-12-20 21:02:06编辑过]

顶一下

顶一下

本版也可以发，只要有关统计、计量、数据挖掘及R语言方面本版都欢迎！

ding

谢谢了，最近狂补这方面的知识。

确实不错，如果免费就更好了