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Linear Processes in Function Spaces by Denis Bosq
Linear Processes in Function Spaces by Denis Bosq
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Linear Processes in Function Spaces

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Description

The main subject of this book is the estimation and forecasting of continuous time processes. It leads to a development of the theory of linear processes in function spaces.The necessary mathematical tools are presented in Chapters 1 and 2. Chapters 3 to 6 deal with autoregressive processes in Hilbert and Banach spaces. Chapter 7 is devoted to general linear processes and Chapter 8 with statistical prediction. Implementation and numerical applications appear in Chapter 9. The book assumes a knowledge of classical probability theory and statistics. Denis Bosq is Professor of Statistics at the University of Paris 6 (Pierre et Marie Curie). He is Chief-Editor of Statistical Inference for Stochastic Processes and of Annales de l'ISUP, and Associate Editor of the Journal of Nonparametric Statistics. He is an elected member of the International Statistical Institute, and he has published about 100 papers or works on nonparametric statistics and five books including Nonparametric Statistics for Stochastic Processes: Estimation and Prediction, Second Edition (Springer, 1998).
Release date NZ
July 28th, 2000
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 2000
Illustrations
XIV, 286 p.
Pages
286
Dimensions
156x234x16
ISBN-13
9780387950525
Product ID
2434557

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