Linear Processes in Function Spaces

Linear Processes in Function Spaces
Author :
Publisher : Springer Science & Business Media
Total Pages : 295
Release :
ISBN-10 : 9781461211549
ISBN-13 : 1461211549
Rating : 4/5 (49 Downloads)

Book Synopsis Linear Processes in Function Spaces by : Denis Bosq

Download or read book Linear Processes in Function Spaces written by Denis Bosq and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. Mathematical tools are presented, as well as autoregressive processes in Hilbert and Banach spaces and general linear processes and statistical prediction. Implementation and numerical applications are also covered. The book assumes knowledge of classical probability theory and statistics.


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