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.
- ISBN13 9780387950525
- Publish Date 28 July 2000
- Publish Status Active
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Edition Softcover reprint of the original 1st ed. 2000
- Format Paperback
- Pages 286
- Language English