<p>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. </p>
<p>This work is in the Wiley-Dunod Series co-published between Dunod (www.dunod.com) and John Wiley and Sons, Ltd.</p>

Inference and Prediction in Large Dimensions (Wiley Series in Probability and Statistics)

Science & Math

Bosq, Denis

Blanke, Delphine

Mathematics

Wiley-Interscience

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Books by Blanke, Delphine

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Inference and Prediction in Large Dimensions (Wiley Series in Probability and Statistics)