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 processes in fun

The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric proce

New technologies allow us to handle increasingly large datasets, while monitoring devices are becoming ever more sophisticated. This high-tech progress produces

The goal of this thesis is to treat the temporal tail dependence and the cross-sectional tail dependence of heavy tailed functional time series. Functional time

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