Linear Processes in Function Spaces: Theory and Applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
2000
|
| Schriftenreihe: | Lecture Notes in Statistics
149 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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. 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) |
| Beschreibung: | 1 Online-Ressource (XIII, 283p) |
| ISBN: | 9781461211549 9780387950525 |
| ISSN: | 0930-0325 |
| DOI: | 10.1007/978-1-4612-1154-9 |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:05Z |
| institution | BVB |
| isbn | 9781461211549 9780387950525 |
| issn | 0930-0325 |
| language | English |
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| spelling | Bosq, Denis Verfasser aut Linear Processes in Function Spaces Theory and Applications by Denis Bosq New York, NY Springer New York 2000 1 Online-Ressource (XIII, 283p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Statistics 149 0930-0325 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. 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) Statistics Mathematical statistics Statistical Theory and Methods Statistik Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Funktionenraum (DE-588)4134834-5 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Funktionenraum (DE-588)4134834-5 s Stochastischer Prozess (DE-588)4057630-9 s Zeitreihenanalyse (DE-588)4067486-1 s 1\p DE-604 https://doi.org/10.1007/978-1-4612-1154-9 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bosq, Denis Linear Processes in Function Spaces Theory and Applications Statistics Mathematical statistics Statistical Theory and Methods Statistik Zeitreihenanalyse (DE-588)4067486-1 gnd Funktionenraum (DE-588)4134834-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4134834-5 (DE-588)4057630-9 |
| title | Linear Processes in Function Spaces Theory and Applications |
| title_auth | Linear Processes in Function Spaces Theory and Applications |
| title_exact_search | Linear Processes in Function Spaces Theory and Applications |
| title_full | Linear Processes in Function Spaces Theory and Applications by Denis Bosq |
| title_fullStr | Linear Processes in Function Spaces Theory and Applications by Denis Bosq |
| title_full_unstemmed | Linear Processes in Function Spaces Theory and Applications by Denis Bosq |
| title_short | Linear Processes in Function Spaces |
| title_sort | linear processes in function spaces theory and applications |
| title_sub | Theory and Applications |
| topic | Statistics Mathematical statistics Statistical Theory and Methods Statistik Zeitreihenanalyse (DE-588)4067486-1 gnd Funktionenraum (DE-588)4134834-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Statistics Mathematical statistics Statistical Theory and Methods Statistik Zeitreihenanalyse Funktionenraum Stochastischer Prozess |
| url | https://doi.org/10.1007/978-1-4612-1154-9 |
| work_keys_str_mv | AT bosqdenis linearprocessesinfunctionspacestheoryandapplications |