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Hilbert Space Methods in Probability and Statistical Inference

AvChristopher G. Small,Don L. McLeish

Inbunden, Engelska, 1994

Del 241 i serien Wiley Series in Probability and Statistics

3 122 kr

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Beskrivning

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.

Produktinformation

Utgivningsdatum:1994-05-06
Mått:162 x 239 x 18 mm
Vikt:479 g
Format:Inbunden
Språk:Engelska
Serie:Wiley Series in Probability and Statistics
Antal sidor:270
Förlag:John Wiley & Sons Inc
ISBN:9780471592815

Utforska kategorier

Matematisk statistik inom Naturvetenskap och teknik

Mer om författaren

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

Innehållsförteckning

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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