UID:
almafu_9959326929102883
Format:
1 online resource (x, 316 pages)
ISBN:
9780470724033
,
047072403X
,
9780470724026
,
0470724021
,
1282123092
,
9781282123090
,
0470017619
,
9780470017616
Uniform Title:
Inférence et prévision en grandes dimensions.
Content:
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.
Note:
Inference and Prediction in Large Dimensions; Contents; List of abbreviations; Introduction; Part I Statistical Prediction Theory; 1 Statistical prediction; 2 Asymptotic prediction; Part II Inference by Projection; 3 Estimation by adaptive projection; 4 Functional tests of fit; 5 Prediction by projection; Part III Inference by Kernels; 6 Kernel method in discrete time; 7 Kernelmethodin continuous time; 8 Kernel method from sampled data; Part IV Local Time; 9 The empirical density; Part V Linear Processes in High Dimensions; 10 Functional linear processes.
,
11 Estimation and prediction of functional linear processesAppendix; A.1 Measure and probability; A.2 Random variables; A.3 Function spaces; A.4 Common function spaces; A.5 Operators on Hilbert spaces; A.6 Functional random variables; A.7 Conditional expectation; A.8 Conditional expectation in function spaces; A.9 Stochastic processes; A.10 Stationary processes and Wold decomposition; A.11 Stochastic integral and diffusion processes; A.12 Markov process; A.13 Stoc.
Additional Edition:
Print version: Bosq, Denis, 1939- Inference and prediction in large dimensions. Chichester, England ; Hoboken, NJ : John Wiley/Dunod, ©2007 ISBN 9780470017616
Additional Edition:
ISBN 0470017619
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
DOI:
10.1002/9780470724033
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470724033
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470724033
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470724033
