Linear Processes in Function Spaces
Language: English
Published by Springer New York, 2000
- Softcover
- New
Seller: moluna, Greven, Germanymoluna
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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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.
Seller Inventory # 5912307
- Title
- Linear Processes in Function Spaces
- Author
- Denis Bosq
- Publisher
- Springer New York
- Publication year
- 2000
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0387950524
- ISBN 13
- 9780387950525
- Dimensions
- 1.6 x 23.5 x 15
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).
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