Linear Processes in Function Spaces (Denis Bosq) pdf, epub, doc

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 pro- cesses 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.

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Linear Processes in Function Spaces (Denis Bosq) pdf, epub, doc

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  • Author:
  • Publisher:Springer
  • File: 1 Mb
  • Release: 02.07.2000
  • ISBN: 9780387950525
  • Pages 286
  • Rating: 0.7 (0 votes)

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