Linear Processes in Function Spaces : Theory and Applications /

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 Hilb...

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Bibliographic Details

Main Author:	Bosq, Denis
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 2000.
Series:	Lecture notes in statistics (Springer-Verlag) ; 149.
Subjects:	Statistics. Mathematical statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book