Lecture Notes in Statistics

Linear Processes in Function Spaces

Theory and Applications

Authors: Bosq, Denis

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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).

Table of contents (10 chapters)

Table of contents (10 chapters)

Buy this book

eBook $129.00
price for USA in USD (gross)
  • ISBN 978-1-4612-1154-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $169.99
price for USA in USD
  • ISBN 978-0-387-95052-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Linear Processes in Function Spaces
Book Subtitle
Theory and Applications
Authors
Series Title
Lecture Notes in Statistics
Series Volume
149
Copyright
2000
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4612-1154-9
DOI
10.1007/978-1-4612-1154-9
Softcover ISBN
978-0-387-95052-5
Series ISSN
0930-0325
Edition Number
1
Number of Pages
XIV, 286
Topics