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Linear Processes in Function Spaces

- Theory and Applications

Bag om Linear Processes in Function Spaces

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780387950525
  • Indbinding:
  • Paperback
  • Sideantal:
  • 286
  • Udgivet:
  • 28. juli 2000
  • Udgave:
  • 12000
  • Størrelse:
  • 159x233x16 mm.
  • Vægt:
  • 436 g.
  • 8-11 hverdage.
  • 20. november 2024

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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.

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