Linear Processes in Function Spaces
Dennis Bosq
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Description for Linear Processes in Function Spaces
Paperback. Discusses linear processes in Banach spaces. This book is useful for statistical researchers interested in functional data analysis. Series: Lecture Notes in Statistics. Num Pages: 300 pages, biography. BIC Classification: PBKF; PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 233 x 159 x 16. Weight in Grams: 436.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2000
Publisher
Springer-Verlag New York Inc. United States
Number of pages
300
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
286
Place of Publication
New York, NY, United States
ISBN
9780387950525
SKU
V9780387950525
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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