Inference And Prediction In Large Dimensions

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Bosq, Denis

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ISBN:9780470017616
Editorial: Wiley & Sons Ltd.
Fecha de la edición:2007
Encuadernación:Tapa dura
Dimensiones: 0 cm x 0 cm
Nº Pág.:288
Idiomas:Ingles

Materias:

/ Economía Cuantitativa

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.