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.
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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.
Read more
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.
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Product details

ISBN
9780471592815
Published
1994-05-06
Publisher
John Wiley & Sons Inc
Weight
479 gr
Height
239 mm
Width
162 mm
Thickness
18 mm
Age
UP, P, 05, 06
Language
Product language
Engelsk
Format
Product format
Innbundet
Number of pages
270

Biographical note

Christopher G. Small and Don L. McLeish are the authors of Hilbert Space Methods in Probability and Statistical Inference, published by Wiley.