Hilbert Space Methods in Probability and Statistical Inference
Published on 15. September 2011
270 pages
978-1-118-16553-9 (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
Other editions
Additional editions
Software
09/2011
Wiley
€319.19
Shipment within 15-20 days
Christopher G. Small | Don L. McLeish
Hilbert Space Methods in Probability and Statistical Inference
Book
05/1994
1st Edition
Wiley
€275.50
Shipment within 10-20 days
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.
