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Book synopsis

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.§

Book details

Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

• Full title: Linear Processes in Function Spaces
• Subtitle: Theory and Applications
• Author: D. Bosq
• Language: English
• Binding: Paperback
• Number of pages: 286
• EAN: 9780387950525
• ISBN: 0387950524
• ID: 01998995
• Publisher: Springer-Verlag New York Inc.
• Weight: 436 g
• Dimensions: 233 × 159 × 16 mm
• Date of publishing: 28. July 2000

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