Inference and Prediction in Large Dimensions. Denis Bosq

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Название: Inference and Prediction in Large Dimensions

Автор: Denis Bosq

Издательство: John Wiley & Sons Limited

Жанр: Математика

Серия:

isbn: 9780470724026

isbn: 0

Аннотация:

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.