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.
Les mer
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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Produktdetaljer

ISBN
9780471592815
Publisert
1994-05-06
Utgiver
John Wiley & Sons Inc
Vekt
479 gr
Høyde
239 mm
Bredde
162 mm
Dybde
18 mm
Aldersnivå
UP, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
270

Biografisk notat

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