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Linear Processes in Function Spaces: Theory and Applications (Lecture Notes in Statistics)
by: Denis Bosq
0387950524 / 9780387950525

Book Description:
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.

Linear Processes in Function Spaces: Theory and Applications (Lecture Notes in Statistics)

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