Le nouveau Cherche et trouve de Little Urban, aussi coloré, déjanté et diablement amusant que le premier (A la recherche de la Carotte bleue), en très très grand format pour le plaisir de tout-petits !!! (Et des plus grands, qui trouvera en premier ?)
The main subject of this book is the estimation and forecasting of continuous time processes. It leads to the development of the theory of linear processes in function spaces. The necessary mathematical tools are presented in Chapters 1 and 2. Chapters 3 to 6 deal with autoregressive processes in Hilbert and Banach spaces. Chapter 7 is devoted to general linear processes and Chapter 8 to statistical prediction. Implementation and numerical applications appear in Chapter 9. The book assumes a knowledge of classical probability theory and statistics.
D. Bosq is Professor of Statistics at the University of Paris VI (Pierre et Marie Curie). He is Editor-in-Chief of Statistical Inference for Stochastic Processes and of Annales de l'ISUP, and Associate Editor of the Journal of Nonparametric Statistics. He is an elected member of the International Statistical Institute. He has published about 100 papers or works on nonparametric statistics and five books including Nonparametric Statistics for Stochastic Processes: Estimation and Prediction, Second Edition (Springer, 1998).