Foundations of the prediction process
By: by Frank B. Knight.
Edition: First edition
Series: Oxford studies in probability ;
Publisher: Clarendon Press; Oxford University Press
Published: 1992
Place of publication: Oxford; New York
Language: eng
Format: Hardcover
Number of pages: 270
ISBN-13: 9780198535935
Subjects: Stochastic processes.
Description: Introduction; The measure - theoretic prediction process; Topological considerations and prediction space: application to Markov processes; Gaussian processes and the prediction process in the wide sense; A classification of measurable processes; Prediction of measurable processes; Application to concrete examples, and ramifications of the theory; Appendix; References; Index.
Notes: Includes bibliographical references (p. [244]-246) and index.