Linear Processes in Function Spaces: Theory and Applications

The main subject of this book is the estimation and forecasting of con tinuous time processes. It leads to a development of the theory of lin ear processes in function spaces. The necessary mathematical tools are presented in Chapters 1 and 2. Chapters 3 to 6 deal with autoregressi ve processes in Hilbert and Banach spaces. Chapter 7 is devoted to gen eral linear processes and Chapter 8 with statistical prediction. Imple mentation and numerical applications appear in Chapter 9. The book ass umes a knowledge of classical probability theory and statistics.