Title:
Hilbert space methods in probability and statistical inference
Personal Author:
Publication Information:
New York : McGraw-Hill, 1994
ISBN:
9780471592815
Added Author:
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
---|---|---|---|---|---|
Searching... | 30000003110313 | QA273.43 S62 1994 | Open Access Book | Book | Searching... |
On Order
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 |