Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents(10 chapters)
About this book
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: 978-0-387-95052-5
eBook ISBN: 978-1-4612-1154-9
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