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Inference and prediction in large dimensions [[electronic resource] /] / Denis Bosq, Delphine Blanke
| Inference and prediction in large dimensions [[electronic resource] /] / Denis Bosq, Delphine Blanke |
| Autore | Bosq Denis <1939-> |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley/Dunod, c2007 |
| Descrizione fisica | 1 online resource (338 p.) |
| Disciplina |
519.5/44
519.54 |
| Altri autori (Persone) | BlankeDelphine |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Estimation theory
Nonparametric statistics Stochastic processes Prediction theory |
| ISBN |
1-282-12309-2
9786612123092 0-470-72403-X 0-470-72402-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Inference and Prediction in Large Dimensions; Contents; List of abbreviations; Introduction; Part I Statistical Prediction Theory; 1 Statistical prediction; 1.1 Filtering; 1.2 Some examples; 1.3 The prediction model; 1.4 P-sufficient statistics; 1.5 Optimal predictors; 1.6 Efficient predictors; 1.7 Loss functions and empirical predictors; 1.7.1 Loss function; 1.7.2 Location parameters; 1.7.3 Bayesian predictors; 1.7.4 Linear predictors; 1.8 Multidimensional prediction; Notes; 2 Asymptotic prediction; 2.1 Introduction; 2.2 The basic problem; 2.3 Parametric prediction for stochastic processes
2.4 Predicting some common processes2.5 Equivalent risks; 2.6 Prediction for small time lags; 2.7 Prediction for large time lags; Notes; Part II Inference by Projection; 3 Estimation by adaptive projection; 3.1 Introduction; 3.2 A class of functional parameters; 3.3 Oracle; 3.4 Parametric rate; 3.5 Nonparametric rates; 3.6 Rate in uniform norm; 3.7 Adaptive projection; 3.7.1 Behaviour of truncation index; 3.7.2 Superoptimal rate; 3.7.3 The general case; 3.7.4 Discussion and implementation; 3.8 Adaptive estimation in continuous time; Notes; 4 Functional tests of fit 4.1 Generalized chi-square tests4.2 Tests based on linear estimators; 4.2.1 Consistency of the test; 4.2.2 Application; 4.3 Efficiency of functional tests of fit; 4.3.1 Adjacent hypotheses; 4.3.2 Bahadur efficiency; 4.4 Tests based on the uniform norm; 4.5 Extensions. Testing regression; 4.6 Functional tests for stochastic processes; Notes; 5 Prediction by projection; 5.1 A class of nonparametric predictors; 5.2 Guilbart spaces; 5.3 Predicting the conditional distribution; 5.4 Predicting the conditional distribution function; Notes; Part III Inference by Kernels 6 Kernel method in discrete time6.1 Presentation of the method; 6.2 Kernel estimation in the i.i.d. case; 6.3 Density estimation in the dependent case; 6.3.1 Mean-square error and asymptotic normality; 6.3.2 Almost sure convergence; 6.4 Regression estimation in the dependent case; 6.4.1 Framework and notations; 6.4.2 Pointwise convergence; 6.4.3 Uniform convergence; 6.5 Nonparametric prediction by kernel; 6.5.1 Prediction for a stationary Markov process of order k; 6.5.2 Prediction for general processes; Notes; 7 Kernelmethodin continuous time 7.1 Optimal and superoptimal rates for density estimation7.1.1 The optimal framework; 7.1.2 The superoptimal case; 7.2 From optimal to superoptimal rates; 7.2.1 Intermediate rates; 7.2.2 Classes of processes and examples; 7.2.3 Mean-square convergence; 7.2.4 Almost sure convergence; 7.2.5 An adaptive approach; 7.3 Regression estimation; 7.3.1 Pointwise almost sure convergence; 7.3.2 Uniform almost sure convergence; 7.4 Nonparametric prediction by kernel; Notes; 8 Kernel method from sampled data; 8.1 Density estimation; 8.1.1 High rate sampling; 8.1.2 Adequate sampling schemes 8.2 Regression estimation |
| Record Nr. | UNINA-9910840822903321 |
Bosq Denis <1939->
|
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| Chichester, England ; ; Hoboken, NJ, : John Wiley/Dunod, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong
| An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong |
| Autore | Xiong Jie |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2008 |
| Descrizione fisica | 1 online resource (285 p.) |
| Disciplina | 519.2/3 |
| Collana | Oxford graduate texts in mathematics |
| Soggetto topico |
Stochastic processes
Filters (Mathematics) Prediction theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-82550-6
9786611825508 0-19-155139-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; 1 Introduction; 2 Brownian motion and martingales; 3 Stochastic integrals and Itô's formula; 4 Stochastic differential equations; 5 Filtering model and Kallianpur-Striebel formula; 6 Uniqueness of the solution for Zakai's equation; 7 Uniqueness of the solution for the filtering equation; 8 Numerical methods; 9 Linear filtering; 10 Stability of non-linear filtering; 11 Singular filtering; Bibliography; List of Notations; Index |
| Record Nr. | UNINA-9910453281003321 |
|
Xiong Jie
|
||
| Oxford ; ; New York, : Oxford University Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong
| An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong |
| Autore | Xiong Jie |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2008 |
| Descrizione fisica | 1 online resource (285 p.) |
| Disciplina | 519.2/3 |
| Collana | Oxford graduate texts in mathematics |
| Soggetto topico |
Stochastic processes
Filters (Mathematics) Prediction theory |
| ISBN |
1-383-03593-8
1-281-82550-6 9786611825508 0-19-155139-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; 1 Introduction; 2 Brownian motion and martingales; 3 Stochastic integrals and Itô's formula; 4 Stochastic differential equations; 5 Filtering model and Kallianpur-Striebel formula; 6 Uniqueness of the solution for Zakai's equation; 7 Uniqueness of the solution for the filtering equation; 8 Numerical methods; 9 Linear filtering; 10 Stability of non-linear filtering; 11 Singular filtering; Bibliography; List of Notations; Index |
| Record Nr. | UNINA-9910782482803321 |
|
Xiong Jie
|
||
| Oxford ; ; New York, : Oxford University Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong
| An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong |
| Autore | Xiong Jie |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2008 |
| Descrizione fisica | 1 online resource (285 p.) |
| Disciplina | 519.2/3 |
| Collana | Oxford graduate texts in mathematics |
| Soggetto topico |
Stochastic processes
Filters (Mathematics) Prediction theory |
| ISBN |
1-383-03593-8
1-281-82550-6 9786611825508 0-19-155139-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; 1 Introduction; 2 Brownian motion and martingales; 3 Stochastic integrals and Itô's formula; 4 Stochastic differential equations; 5 Filtering model and Kallianpur-Striebel formula; 6 Uniqueness of the solution for Zakai's equation; 7 Uniqueness of the solution for the filtering equation; 8 Numerical methods; 9 Linear filtering; 10 Stability of non-linear filtering; 11 Singular filtering; Bibliography; List of Notations; Index |
| Record Nr. | UNINA-9910825354503321 |
|
Xiong Jie
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||
| Oxford ; ; New York, : Oxford University Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lectures on prediction theory : delivered at the University Erlangen-Nürnberg 1966 / / K. Urbanik
| Lectures on prediction theory : delivered at the University Erlangen-Nürnberg 1966 / / K. Urbanik |
| Autore | Urbanik Kazimierz |
| Edizione | [1st ed. 1967.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer-Verlag, , [1967] |
| Descrizione fisica | 1 online resource (VI, 58 p.) |
| Disciplina | 519.287 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico | Prediction theory |
| ISBN | 3-540-35524-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Positive definite sequences -- Herglotz’ theorem -- Vector valued measures -- Spectral decomposition and ergodic theorem -- Series representation -- Wold decomposition -- The Szegö-Krein-Kolmogorov theorem -- Predictors for completely indetermined sequences -- Prediction problems. |
| Record Nr. | UNISA-996466631803316 |
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Urbanik Kazimierz
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| Berlin ; ; Heidelberg : , : Springer-Verlag, , [1967] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Lectures on prediction theory : delivered at University Erlangen-Nurnberg 1966 / K. Urbanik ; prepared for publication by J. Rosenmuller
| Lectures on prediction theory : delivered at University Erlangen-Nurnberg 1966 / K. Urbanik ; prepared for publication by J. Rosenmuller |
| Autore | Urbanik, K. |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, 1967 |
| Descrizione fisica | 50 p. ; 28 cm. |
| Disciplina | 519.232 |
| Collana | Lecture notes in mathematics, 0075-8434 ; 44 |
| Soggetto topico | Prediction theory |
| Classificazione | AMS 60G25 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001068599707536 |
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Urbanik, K.
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| Berlin : Springer-Verlag, 1967 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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The prediction approach to finite population sampling theory: application to the Hospital Discharge Survey / / Richard M. Royall
| The prediction approach to finite population sampling theory: application to the Hospital Discharge Survey / / Richard M. Royall |
| Autore | Royall Richard M. |
| Pubbl/distr/stampa | Rockville, Md. : , : U.S. Department of Health, Education, and Welfare, Public Health Service, Health Services and Mental Health Administration, National Center for Health Statistics, , 1973 |
| Descrizione fisica | 1 online resource (v, 31 pages) |
| Collana |
Vital and health statistics. Series 2, Data evaluation and methods research
DHEW publication |
| Soggetto topico |
Hospital utilization
Sampling (Statistics) Prediction theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Prediction approach to finite population sampling theory |
| Record Nr. | UNINA-9910713424703321 |
Prediction theory and harmonic analysis : the Pesi Masani volume / edited by V. Mandrekar, H. Salehi
| Prediction theory and harmonic analysis : the Pesi Masani volume / edited by V. Mandrekar, H. Salehi |
| Autore | Mandrekar, V. |
| Pubbl/distr/stampa | Amsterdam ; New York ; Oxford : North-Holland, 1983 |
| Descrizione fisica | xxi, 446 p. : ill. ; 23 cm. |
| Disciplina | 519.23 |
| Altri autori (Persone) |
Masani, Pesi Rustom
Salehi, Habib |
| Soggetto topico |
Harmonic analysis
Masani, Pesi Rustom Prediction theory |
| ISBN | 0444865977 |
| Classificazione |
AMS 60-06
AMS 60-XX AMS 60G25 QA279.2.P74 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001237889707536 |
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Mandrekar, V.
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| Amsterdam ; New York ; Oxford : North-Holland, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Préliminaires à une prospective des religions / / Thierry Gaudin
| Préliminaires à une prospective des religions / / Thierry Gaudin |
| Autore | Gaudin Thierry |
| Pubbl/distr/stampa | Chicoutimi : , : J.-M. Tremblay, , 2007 |
| Descrizione fisica | 1 online resource |
| Disciplina | 519.287 |
| Collana | Classiques des sciences sociales |
| Soggetto topico | Prediction theory |
| ISBN | 1-4123-6181-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNINA-9910132628803321 |
|
Gaudin Thierry
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| Chicoutimi : , : J.-M. Tremblay, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Probably not : future prediction using probability and statistical inference / / Lawrence N. Dworsky
| Probably not : future prediction using probability and statistical inference / / Lawrence N. Dworsky |
| Autore | Dworsky Lawrence N. <1943-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (350 pages) |
| Disciplina | 519.2/87 |
| Soggetto topico |
Prediction theory
Probabilities Mathematical statistics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-51814-8
1-119-51813-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910555163703321 |
|
Dworsky Lawrence N. <1943->
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| Hoboken, New Jersey : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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