Linear Processes in Function Spaces - Theory and Applications (Paperback, Softcover reprint of the original 1st ed. 2000)

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).

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Lecture Notes in Statistics, 149
Release date:	July 2000
First published:	2000
Authors:	Denis Bosq
Dimensions:	235 x 155 x 16mm (L x W x T)
Format:	Paperback
Pages:	286
Edition:	Softcover reprint of the original 1st ed. 2000
ISBN-13:	978-0-387-95052-5
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis Promotions
LSN:	0-387-95052-4
Barcode:	9780387950525

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!