Skip to main content

Linear Processes in Function Spaces

Theory and Applications

  • Book
  • © 2000

Overview

Part of the book series: Lecture Notes in Statistics (LNS, volume 149)

This is a preview of subscription content, log in via an institution to check access.

Access this book

eBook USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (10 chapters)

Keywords

About this book

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).

Authors and Affiliations

  • Institut de Statistique, Université Pierre et Marie Curie, Paris Cedex 05, France

    Denis Bosq

Bibliographic Information

  • Book Title: Linear Processes in Function Spaces

  • Book Subtitle: Theory and Applications

  • Authors: Denis Bosq

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-1154-9

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 2000

  • Softcover ISBN: 978-0-387-95052-5Published: 28 July 2000

  • eBook ISBN: 978-1-4612-1154-9Published: 06 December 2012

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: XIV, 286

  • Topics: Probability Theory and Stochastic Processes, Statistical Theory and Methods

Publish with us