Linear Processes in Function Spaces: Theory and Applications (Lecture Notes in Statistics)

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9780387950525: Linear Processes in Function Spaces: Theory and Applications (Lecture Notes in Statistics)
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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. Mathematical tools are presented, as well as autoregressive processes in Hilbert and Banach spaces and general linear processes and statistical prediction. Implementation and numerical applications are also covered. The book assumes knowledge of classical probability theory and statistics.

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Book Description Springer-Verlag New York Inc., United States, 2000. Paperback. Condition: New. Language: English. Brand new Book. 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. Mathematical tools are presented, as well as autoregressive processes in Hilbert and Banach spaces and general linear processes and statistical prediction. Implementation and numerical applications are also covered. The book assumes knowledge of classical probability theory and statistics. Softcover reprint of the original 1st ed. 2000. Seller Inventory # LIE9780387950525

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Book Description Springer-Verlag New York Inc., United States, 2000. Paperback. Condition: New. Language: English. Brand new Book. 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. Mathematical tools are presented, as well as autoregressive processes in Hilbert and Banach spaces and general linear processes and statistical prediction. Implementation and numerical applications are also covered. The book assumes knowledge of classical probability theory and statistics. Softcover reprint of the original 1st ed. 2000. Seller Inventory # AAV9780387950525

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Book Description Springer-Verlag New York Inc., United States, 2000. Paperback. Condition: New. Language: English. Brand new Book. 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. Mathematical tools are presented, as well as autoregressive processes in Hilbert and Banach spaces and general linear processes and statistical prediction. Implementation and numerical applications are also covered. The book assumes knowledge of classical probability theory and statistics. Softcover reprint of the original 1st ed. 2000. Seller Inventory # AAV9780387950525

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