Name: linear processes in function spaces
SKU: 3428549
Price: 6379.00 TWD
Availability: InStock
Author: bosq

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portada linear processes in function spaces

Type

Physical Book

Publisher

Springer

Author

bosq

Language

English

Pages

283

ISBN

0387950524

ISBN13

9780387950525

Synopsis "linear processes in function spaces"

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 lisup, 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).