Hilbert Space Methods in Probability and Statistical Inference
1st Edition
Published on 6. May 1994
Book
Hardback
270 pages
978-0-471-59281-5 (ISBN)
Description
Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.
More details
Series
Language
English
Place of publication
United States
Publishing group
John Wiley & Sons Inc
Target group
College/higher education
Professional and scholarly
Product notice
sewn/stitched
Cloth over boards
Dimensions
Height: 240 mm
Width: 161 mm
Thickness: 19 mm
Weight
572 gr
ISBN-13
978-0-471-59281-5 (9780471592815)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Christopher G. Small | Don L. McLeish
Hilbert Space Methods in Probability and Statistical Inference
E-Book
09/2011
Wiley
€241.99
Available for download
Persons
Christopher G. Small and Don L. McLeish are the authors of Hilbert Space Methods in Probability and Statistical Inference, published by Wiley.
Content
Hilbert Spaces.
Probability Theory.
Estimating Functions.
Orthogonality and Nuisance Parameters.
Martingale Estimating Functions and Projected Likelihood.
Stochastic Integration and Product Integrals.
Estimating Functions and the Product Integral Likelihood forContinuous Time Stochastic Processes.
Hilbert Spaces and Spline Density Estimation.
Bibliography.
Index.
Probability Theory.
Estimating Functions.
Orthogonality and Nuisance Parameters.
Martingale Estimating Functions and Projected Likelihood.
Stochastic Integration and Product Integrals.
Estimating Functions and the Product Integral Likelihood forContinuous Time Stochastic Processes.
Hilbert Spaces and Spline Density Estimation.
Bibliography.
Index.