Linear Processes in Function Spaces

About “Linear Processes in Function Spaces”

This book focuses on the estimation and forecasting of continuous time processes, developing the theory of linear processes in function spaces. It begins with the necessary mathematical tools in the first two chapters. Subsequent chapters explore autoregressive processes in Hilbert and Banach spaces, general linear processes, and statistical prediction. Numerical applications and implementation are covered in the final chapter. The book assumes prior knowledge of classical probability theory and statistics. Denis Bosq, the author, is a professor of statistics at the University of Paris 6 and has extensive experience in statistical inference and stochastic processes. He has authored several works, including this book, which was published in 2000.