Nonparametric statistics for stochastic processes

Nonparametric statistics for stochastic processes

by Denis Bosq

Part of 110

1996

Browse books you can read free on Readfeed

No club is reading this yet — be the first to start one

Start a club free
About
This book is devoted to the theory and applications of nonparametric functional estimation and prediction. The second edition is extensively revised and contains two new chapters. One discusses the surprising local time density estimator. The other gives a detailed account of the implementation of nonparametric methods and practical examples in economics, finance, and physics. A comparison with ARMA and ARCH methods shows the efficiency of nonparametric forecasting. The book assumes a knowledge of classical probability theory and statistics.

Discuss Nonparametric statistics for stochastic processes with other readers

Join or start a book club for Nonparametric statistics for stochastic processes on Readfeed. Live chat, shared reading progress, and AI discussion questions — free to get started.

Frequently asked questions

How do I join a book club for Nonparametric statistics for stochastic processes?

Sign up free on Readfeed, then browse public clubs or start your own club with Nonparametric statistics for stochastic processes as the current read. Invite friends with a share link and discuss together with live chat and AI discussion questions.

Can I discuss Nonparametric statistics for stochastic processes with other readers online?

Yes. Readfeed book clubs let you chat live, share progress, and join discussions about Nonparametric statistics for stochastic processes with readers worldwide — whether your club is virtual, in-person, or hybrid.

Is Readfeed free?

Yes. Creating an account and joining book clubs is free. Sign up to find readers who love the same books and start discussing today.