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Nonparametric Statistics for Stochastic Processes

Overview of attention for book
Cover of 'Nonparametric Statistics for Stochastic Processes'

Table of Contents

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    Book Overview
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    Chapter 1 Synopsis
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    Chapter 2 Inequalities for mixing processes
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    Chapter 3 Density estimation for discrete time processes
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    Chapter 4 Regression estimation and prediction for discrete time processes
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    Chapter 5 Kernel density estimation for continuous time processes
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    Chapter 6 Regression estimation and prediction in continuous time
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    Chapter 7 The local time density estimator
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    Chapter 8 Implementation of nonparametric method and numerical applications
Attention for Chapter 4: Regression estimation and prediction for discrete time processes
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