단행본
Linear Processes in Function Spaces: Theory and Applications
- 발행사항
- New York : Springer, 2000
- 형태사항
- xiii, 283p. : ill. ; 24cm
- 총서사항
- Lecture notes in statistics ; 149
- 서지주기
- Includes bibliographical references (p. [269]-275) and index
소장정보
| 위치 | 등록번호 | 청구기호 / 출력 | 상태 | 반납예정일 |
|---|---|---|---|---|
이용 가능 (1) | ||||
| 자료실 | E206949 | 대출가능 | - | |
이용 가능 (1)
- 등록번호
- E206949
- 상태/반납예정일
- 대출가능
- -
- 위치/청구기호(출력)
- 자료실
책 소개
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.
목차
Preface
Notation
Synopsis
1. Stochastic Processes and Random Variables in Function Spaces
2. Sequences of Random Variables in Banach Spaces
3. Autoregressive Hilbertian Processes of Order 1
4. Estimation of Autocovariance Operators for ARH(1) Processes
5. Autoregressive Hilbertian Processes of Order p
6. Autoregressive Processes in Banach Spaces
7. General Linear Processes in Function Spaces
8. Estimation of Autocorrelation Operator and Prediction11
9. Implementation of Functional Autoregressive Predictors and Numerical Applications
Appendix
Reference
Index