Functional Estimation For Density, Regression Models And Processes
Regular price
€85.99
A01=Odile Pons
Author_Odile Pons
Category=PBT
Density
Diffusion
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Ergodic Process
Functional Time Series
Intensity
Intensity of Point Process
Kernel Estimation
Nonparametric
Regression
Single-Index Models
Variable Bandwidth
Weak Convergence
Product details
- ISBN 9789814343732
- Publication Date: 22 Mar 2011
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
Secure
checkout
Fast Shipping
Easy returns
This book presents a unified approach on nonparametric estimators for models of independent observations, jump processes and continuous processes. New estimators are defined and their limiting behavior is studied. From a practical point of view, the book expounds on the construction of estimators for functionals of processes and densities, and provides asymptotic expansions and optimality properties from smooth estimators.It also presents new regular estimators for functionals of processes, compares histogram and kernel estimators, compares several new estimators for single-index models, and it examines the weak convergence of the estimators.
