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Stationary Random Walks and Isotonic Regression

by Ou Zhao
Save 12% Save 12%
Current price ₹4,512.00
Original price ₹5,145.00
Original price ₹5,145.00
Original price ₹5,145.00
(-12%)
₹4,512.00
Current price ₹4,512.00

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Book cover type: Paperback
  • ISBN13: 9783639160581
  • Binding: Paperback
  • Subject: N/A
  • Publisher: VDM Verlag
  • Publisher Imprint: VDM Verlag
  • Publication Date:
  • Pages: 80
  • Original Price: GBP 40.67
  • Language: English
  • Edition: N/A
  • Item Weight: 127 grams
  • BISAC Subject(s): Probability & Statistics / General

The study of stationary processes is an important topic both in the probability and statistics literatures. This monograph continues the investigation along the classical lines, but with a modern viewpoint. For example, to study the behavior of the partial sums, it features the interplay between ergodic theory and probability from an operator-theoretical point of view. As a consequence, the results tend to be much more refined, and nearly optimal on many occasions. With the tools developed to understand the probabilistic behavior of the processes, one statistical application is considered in the context of global warming. The goal is to nonparametrically estimate the trend of a time series under monotonicity assumptions. Some interesting features in time series analysis are carefully explored.

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