This book offers a predominantly theoretical coverage of statistical prediction, with some potential applications discussed, when data and/ or parameters belong to a large or infinite dimensional space. It develops the theory of statistical prediction, non-parametric estimation by adaptive projection - with applications to tests of fit and prediction, and theory of linear processes in function spaces with applications to prediction of continuous time processes. This work is in the Wiley-Dunod Series co-published between Dunod ( www.dunod.com ) and John Wiley and Sons, Ltd.
- ISBN10 0470017619
- ISBN13 9780470017616
- Publish Date 19 October 2007
- Publish Status Active
- Publish Country US
- Imprint John Wiley & Sons Inc
- Format Hardcover
- Pages 336
- Language English