Linear Processes in Function Spaces - Denis Bosq - Springer, 2013
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Codice prodotto: 255544124055
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DISPONIBILITÀ: In Stock
Linear Processes in Function Spaces
Theory and Applications
di Denis Bosq
Editore: Springer New York
EAN: 9780387950525
ISBN: 0387950524
Pagine: 304
Formato: Paperback
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.