Zobrazeno 1 - 10
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pro vyhledávání: '"D. Bosq"'
Autor:
D. Bosq
Publikováno v:
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics. 325:531-534
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8562d8f47de88a8b3070f9b5c00e7174
https://doi.org/10.1016/s0764-4442(97)88902-1
https://doi.org/10.1016/s0764-4442(97)88902-1
Autor:
D. Bosq
Publikováno v:
Nonparametric Statistics for Stochastic Processes ISBN: 9780387985909
In this chapter we investigate the problem of estimating density for continuous time processes when continuous or sampled data are available.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::586f68580586f0d9cc1f9f5c40467d32
https://doi.org/10.1007/978-1-4612-1718-3_5
https://doi.org/10.1007/978-1-4612-1718-3_5
Autor:
D. Bosq
Publikováno v:
Nonparametric Statistics for Stochastic Processes ISBN: 9780387985909
In this final chapter we discuss practical implementation of kernel estimators and predictors and we give numerical examples with some comments. We only examine the case of discrete data.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::41e016ebecf278e1edb975d989955921
https://doi.org/10.1007/978-1-4612-1718-3_8
https://doi.org/10.1007/978-1-4612-1718-3_8
Autor:
D. Bosq
Publikováno v:
Nonparametric Statistics for Stochastic Processes ISBN: 9780387985909
In this Chapter we use local time for constructing an unbiased estimator of density when continuous sample is available. This estimator appears to be natural since it is the density of empirical measure.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd41a226ef166df912f5e9482d87d025
https://doi.org/10.1007/978-1-4612-1718-3_7
https://doi.org/10.1007/978-1-4612-1718-3_7
Autor:
D. Bosq
Publikováno v:
Nonparametric Statistics for Stochastic Processes ISBN: 9780387985909
Nonparametric Statistics for Stochastic Processes ISBN: 9780387947136
Nonparametric Statistics for Stochastic Processes ISBN: 9780387947136
The construction and study of a nonparametric predictor are the main purpose of this chapter. In practice such a predictor is in general more efficient and more flexible than the predictors based on BOX and JENKINS method, and nearly equivalent if th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::13ced57cc16b855737ff0c66b01917e3
https://doi.org/10.1007/978-1-4612-1718-3_4
https://doi.org/10.1007/978-1-4612-1718-3_4
Autor:
D. Bosq
Publikováno v:
Lecture Notes in Statistics ISBN: 9780387985909
Lecture Notes in Statistics ISBN: 9780387947136
Lecture Notes in Statistics ISBN: 9780387947136
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e0d0838df857bf6cf9cc577a45af6e77
https://doi.org/10.1007/978-1-4612-1718-3
https://doi.org/10.1007/978-1-4612-1718-3
Autor:
D. Bosq
Publikováno v:
Nonparametric Statistics for Stochastic Processes ISBN: 9780387985909
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b74df7b0d51341a8a2f1bcd4e899f624
https://doi.org/10.1007/978-1-4612-1718-3_1
https://doi.org/10.1007/978-1-4612-1718-3_1
Autor:
D. Bosq
Publikováno v:
Nonparametric Statistics for Stochastic Processes ISBN: 9780387985909
Nonparametric Statistics for Stochastic Processes ISBN: 9780387947136
Nonparametric Statistics for Stochastic Processes ISBN: 9780387947136
In this chapter we present some inequalities for covariances, joint densities and partial sums of stochastic discrete time processes when dependence is measured by strong mixing coefficients. The main tool is coupling with independent random variable
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::06dd1786e81eb34b83630a149b38b015
https://doi.org/10.1007/978-1-4612-1718-3_2
https://doi.org/10.1007/978-1-4612-1718-3_2
Autor:
D. Bosq
Publikováno v:
Nonparametric Statistics for Stochastic Processes ISBN: 9780387947136
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::db338cbb7f065fb56e1d130fa98e54fc
https://doi.org/10.1007/978-1-4684-0489-0_1
https://doi.org/10.1007/978-1-4684-0489-0_1
Autor:
D. Bosq
Publikováno v:
Nonparametric Statistics for Stochastic Processes ISBN: 9780387947136
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40e689d8e2e9b12c36a023b55d84f4cb
https://doi.org/10.1007/978-1-4684-0489-0_6
https://doi.org/10.1007/978-1-4684-0489-0_6