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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->  
Chichester, England ; ; Hoboken, NJ, : John Wiley/Dunod, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
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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
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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
Opac: Controlla la disponibilità qui
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  
Oxford ; ; New York, : Oxford University Press, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Urbanik Kazimierz  
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
Urbanik, K.  
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
Royall Richard M.  
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
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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
Mandrekar, V.  
Amsterdam ; New York ; Oxford : North-Holland, 1983
Materiale a stampa
Lo trovi qui: Univ. del Salento
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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  
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->  
Hoboken, New Jersey : , : Wiley, , 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
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