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Books Books 1 - 10 of about 45 related to Inference and Prediction in Large Dimensions.   

Linear Processes in Function Spaces: Theory and Applications

Denis Bosq - Mathematics - 2000 - 283 pages
The main subject of this book is the estimation & forecasting of continuous time processes. It leads to a development of the theory of linear processes in function spaces. The ...
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Mathematical Statistics and Stochastic Processes

Denis Bosq - Mathematics - 2013 - 304 pages
Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the ...
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A Course in Stochastic Processes: Stochastic Models and Statistical Inference

Denis Bosq, Hung T. Nguyen - Mathematics - 2013 - 354 pages
This text is an Elementary Introduction to Stochastic Processes in discrete and continuous time with an initiation of the statistical inference. The material is standard and ...
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Nonparametric Functional Estimation and Related Topics: [proceedings of the ...

George Roussas - Mathematics - 1991 - 708 pages
Proceedings of the NATO Advanced Study Institute, Spetses, Greece, July 29-August 10, 1990
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High Dimensional Probability, Volume 1

Ernst Eberlein, Marjorie Hahn, Michel Talagrand - Mathematics - 1998 - 330 pages
What is high dimensional probability? Under this broad name we collect topics with a common philosophy, where the idea of high dimension plays a key role, either in the problem ...
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Probability

Alan F. Karr - Mathematics - 1993 - 283 pages
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Statistical Inference for Ergodic Diffusion Processes

Yu. A. Kutoyants - Mathematics - 2004 - 481 pages
An elementary introduction to the field at the start of the book introduces a class of examples - both non-standard and classical - that reappear constantly throughout the book ...
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