Linear Processes in Function Spaces: Theory and Applications

Paperback | July 28, 2000

byDenis Bosq

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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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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. Impleme...

Format:PaperbackDimensions:300 pages, 9.25 × 6.1 × 0.27 inPublished:July 28, 2000Publisher:Springer New YorkLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0387950524

ISBN - 13:9780387950525

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Table of Contents

Stochastic Processes and Random Variables in Function Spaces.- Sequences of Random Variables in Banach Spaces.- Autoregressive Hilbertian Processes of Order One.- Estimation of Autocovariance Operators for ARH (1) Processes.- Autoregressive Hilbertian Processes of Order p.- Autoregressive Processes in Banach Spaces.- General Linear Processes in Function Spaces.- Estimation of Autocorrelation Operator and Prediction.- Implementation of Functional Autoregressive Predictors and Numerical Applications.