Cover image for Hilbert space methods in probability and statistical inference
Title:
Hilbert space methods in probability and statistical inference
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Publication Information:
New York : McGraw-Hill, 1994
ISBN:
9780471592815
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30000003110313 QA273.43 S62 1994 Open Access Book Book
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Summary

Summary

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.


Author Notes

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


Table of Contents

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 for Continuous Time Stochastic Processes
Hilbert Spaces and Spline Density Estimation
Bibliography
Index