Denis Bosq
Description
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 proces
...
ses 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).
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Genres
Science & Technology
Tags
Mathematics
Probability & Statistics
Stochastic Processes
Transformations
Reading Moods
Suspenseful & Thrilling
Playful & Lighthearted
Contributors
No contributors specified
Publishing Info
Publisher
Springer Science & Business Media
Month-Year
Jul, 2000
ISBN
ISBN-13: 9780387950525
ISBN-10: 0387950524
Language
English
No. of Pages
283
Format
Paperback
Awards & Recognition
No awards specified
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