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Newest
Additive and Cancellative Interacting Particle Systems (Lecture Notes in Mathematics) by David Griffeath (Repost)
Advances in Complex Function Theory (Lecture Notes in Mathematics) by W. E. Kirwan (Repost)
Matrix Mathematics - Theory, Facts, and Formulas, Second Edition
Mathematics Probability, Markov Chains, Queues, and Simulation - The Mathematical Basis of Performance Modeling
Algebraic Aspects of Cryptography (Algorithms and Computation in Mathematics) by Neal Koblitz (Repost)
Mathematics Mathematical Foundations of Computer Science 2004 [Repost]
Mathematics Mathematical Logic for Computer Science (3rd edition)
Spaces of Holomorphic Functions in the Unit Ball (Graduate Texts in Mathematics) by Kehe Zhu (Repost)
An Introduction to Ergodic Theory (Graduate Texts in Mathematics) by Peter Walters (Repost)
Mathematics Symmetry Theory in Molecular Physics with Mathematica: A new kind of tutorial book (Repost)
-Mathematics for the Physical Sciences- by Herbert S. Wilf
Mathematics for Elementary Teachers - A Conceptual Approach, 9 edition
Computer-Enabled Mathematics - Integrating Experiment and Theory in Teacher Education
How to Fold It - The Mathematics of Linkages, Origami and Polyhedra
Mathematics Engineering Analysis: Interactive Methods and Programs with FORTRAN, QuickBASIC, MATLAB, and Mathematica [Repost]
Mathematics Maverick Mathematician: The Life and Science of J.E. Moyal
African Mathematics: From Bones to Computers (repost)
Topology (Allyn and Bacon Series in Advanced Mathematics) by James Dugundji
Mathematics Fundamentals of Algebraic Modeling - An Introduction to Mathematical Modeling with Algebra and Statistics, 5 edition
Mathematics LMSST - 24 Lectures on Elliptic Curves (London Mathematical Society Student Texts) by J. W. S. Cassels
Advances in Complex Function Theory (Lecture Notes in Mathematics) by W. E. Kirwan (Repost)
Matrix Mathematics - Theory, Facts, and Formulas, Second Edition
Mathematics Probability, Markov Chains, Queues, and Simulation - The Mathematical Basis of Performance Modeling
Algebraic Aspects of Cryptography (Algorithms and Computation in Mathematics) by Neal Koblitz (Repost)
Mathematics Mathematical Foundations of Computer Science 2004 [Repost]
Mathematics Mathematical Logic for Computer Science (3rd edition)
Spaces of Holomorphic Functions in the Unit Ball (Graduate Texts in Mathematics) by Kehe Zhu (Repost)
An Introduction to Ergodic Theory (Graduate Texts in Mathematics) by Peter Walters (Repost)
Mathematics Symmetry Theory in Molecular Physics with Mathematica: A new kind of tutorial book (Repost)
-Mathematics for the Physical Sciences- by Herbert S. Wilf
Mathematics for Elementary Teachers - A Conceptual Approach, 9 edition
Computer-Enabled Mathematics - Integrating Experiment and Theory in Teacher Education
How to Fold It - The Mathematics of Linkages, Origami and Polyhedra
Mathematics Engineering Analysis: Interactive Methods and Programs with FORTRAN, QuickBASIC, MATLAB, and Mathematica [Repost]
Mathematics Maverick Mathematician: The Life and Science of J.E. Moyal
African Mathematics: From Bones to Computers (repost)
Topology (Allyn and Bacon Series in Advanced Mathematics) by James Dugundji
Mathematics Fundamentals of Algebraic Modeling - An Introduction to Mathematical Modeling with Algebra and Statistics, 5 edition
Mathematics LMSST - 24 Lectures on Elliptic Curves (London Mathematical Society Student Texts) by J. W. S. Cassels
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Mathematics Nonparametric Statistics for Stochastic Processes: Estimation and Prediction (Lecture Notes in Statistics)
Posted on 2010-04-12
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More Nonparametric Statistics for Stochastic Processes: Estimation and Prediction (Lecture Notes in Statistics) 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.
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