Inference and Prediction in Large Dimensions
Copyright © 2007 John Wiley & Sons, Ltd
Author(s): Denis Bosq, Delphine Blanke
Published Online: 31 OCT 2007
Print ISBN: 9780470017616
Online ISBN: 9780470724033
Book Series: Wiley Series in Probability and Statistics
Series Editor(s): Walter A. Shewhart, Samuel S. Wilks
About this Book
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.