Model-free prediction and regression : a transformation-based approach to inference /: a transformation-based approach to inference. (2015)

• Record Type: Book
• Further Information: Note: Dimitris N. Politis.
• Authors: Politis, Dimitris N
• Contents: Prediction: some heuristic notions -- The Model-free Prediction Principle -- Model-based prediction in regression -- Model-free prediction in regression -- Model-free vs. model-based confidence intervals -- Linear time series and optimal linear prediction -- Model-based prediction in autoregression -- Model-free inference for Markov processes -- Predictive inference for locally stationary time series -- Model-free vs. model-based volatility prediction.
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Extent: 1 online resource
• Subjects: 519.50212; Statistics; Mathematical statistics -- Methods; Regression analysis; MATHEMATICS -- Applied; MATHEMATICS -- Probability & Statistics -- General; Mathematical statistics; Regression analysis; Statistics; Statistical Theory and Methods; Statistics and Computing/Statistics Programs; Statistics for Business/Economics/Mathematical Finance/Insurance; Computers -- Mathematical & Statistical Software; Business & Economics -- Statistics; Mathematical & statistical software; Probability & statistics; Mathematical statistics; Electronic books; Methods (Music)
• Languages: English
• ISBNs: 9783319213477; 3319213474
• Related ISBNs: 9783319213460; 3319213466; 9783319213460
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (EBSCO, viewed November 24, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.