Linear Processes in Function Spaces
Theory and Applications
(Sprache: Englisch)
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...
The necessary mathematical tools are presented in Chapters 1 and 2. Chapters 3 to...
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Klappentext zu „Linear Processes in Function Spaces “
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).
Inhaltsverzeichnis zu „Linear Processes in Function Spaces “
- Stochastic Processes and Random Variables in Function Spaces- Sequences of Random Variables in Banach Spaces
- Autoregressive Hilbertian Processes of Order One
- Estimation of Autocovariance Operators for ARH (1) Processes
- Autoregressive Hilbertian Processes of Order p
- Autoregressive Processes in Banach Spaces
- General Linear Processes in Function Spaces
- Estimation of Autocorrelation Operator and Prediction
- Implementation of Functional Autoregressive Predictors and Numerical Applications
Bibliographische Angaben
- Autor: Denis Bosq
- 2000, XIV, 286 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer, Berlin
- ISBN-10: 0387950524
- ISBN-13: 9780387950525
- Erscheinungsdatum: 28.07.2000
Sprache:
Englisch
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