Denis Bosq

Linear Processes in Function Spaces

Theory and Applications

The main subject of this book is the estimation and forecasting of continuous time processes. It leads to a development of the theory of linear proces...

Nonparametric Statistics for Stochastic Processes

Estimation and Prediction

This book provides a mathematically rigorous treatment of the theory of nonparametric estimation and prediction for stochastic processes. It discusses...

Inference and Prediction in Large Dimensions

This book offers a predominantly theoretical coverage of statistical prediction, with some potential applications discussed, when data and/ or paramet...

A Course in Stochastic Processes

Stochastic Models and Statistical Inference

This text is an Elementary Introduction to Stochastic Processes in discrete and continuous time with an initiation of the statistical inference. The m...

Mathematical Statistics and Stochastic Processes

Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, ...