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Linear Processes in Function Spaces

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Cover of 'Linear Processes in Function Spaces'

Table of Contents

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    Book Overview
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    Chapter 1 Synopsis
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    Chapter 2 Stochastic Processes and Random Variables in Function Spaces
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    Chapter 3 Sequences of Random Variables in Banach Spaces
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    Chapter 4 Autoregressive Hilbertian Processes of Order 1
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    Chapter 5 Estimation of Autocovariance Operators for ARH(1) Processes
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    Chapter 6 Autoregressive Hilbertian Processes of Order p
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    Chapter 7 Autoregressive Processes in Banach Spaces
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    Chapter 8 General Linear Processes in Function Spaces
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    Chapter 9 Estimation of Autocorrelation Operator and Prediction
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    Chapter 10 Implementation of Functional Autoregressive Predictors and Numerical Applications
Attention for Chapter 5: Estimation of Autocovariance Operators for ARH(1) Processes
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