Autoregressive Processes in Banach Spaces

  • Denis Bosq
Part of the Lecture Notes in Statistics book series (LNS, volume 149)


Observation of processes with continuous or differentiable sample paths takes place in physics, chemistry, finance, meteorology, and many other fields. In order to construct a random model adapted to such a situation, it is natural to use Banach spaces whose elements are regular functions, instead of general Hilbert spaces. The drawback of that choice is intricacy due to weakness of the geometrical properties of Banach spaces.


Banach Space Separable Banach Space Autoregressive Process Uniform Norm Martingale Difference 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 2000

Authors and Affiliations

  • Denis Bosq
    • 1
  1. 1.Institut de StatistiqueUniversité Pierre et Marie CurieParis Cedex 05France

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