Nonparametric Statistics for Stochastic Processes
Bosq, D.
Recently new developments have taken place in the theory of nonpara metric statistics for stochastic processes. Optimal asymptotic results have been obtained and special behaviour of estimators and predictors in con tinuous time has been pointed out. This book is devoted to these questions. It also gives some indica tions about implementation of nonparametric methods and comparison with parametric ones, including numerical results. Ma.ny of...