ENGLISH

Inference and Prediction in Large Dimensions (Wiley Series in Probability and Statistics)

By Denis Bosq , Delphine Balnke

Book information

Publisher
Wiley-Interscience
Year
2007
ISBN
0470017619, 9780470017616
LCC
QA276.8 .B6713 2007
Open Library ID
OL10278227M
Language
english
Format
PDF
Filesize
2 MB (2542370 bytes)
Series
Wiley Series in Probability and Statistics
Pages
327\327
Time added
2011-06-04 13:46:07
Математика;Теория вероятностей и математическая ст

Description

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.

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