Linear Processes in Function Spaces

Language: English

Published by Springer New York Jul 2000, 2000

0387950524 / 9780387950525

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This item is printed on demand - it takes 3-4 days longer - Neuware -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). 304 pp. Englisch.…

Title
Linear Processes in Function Spaces
Author
Denis Bosq
Publisher
Springer New York Jul 2000
Publication year
2000
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0387950524
ISBN 13
9780387950525
Item weight
464 grams
Dimensions
235x155x17 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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