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.Content: <br>Chapter 1 Introduction (pa
Hilbert space methods in probability and statistical inference
β Scribed by Small, Christopher G.;McLeish, Don L
- Publisher
- Wiley
- Year
- 1994
- Tongue
- English
- Leaves
- 256
- Series
- Wiley series in probability and mathematical statistics. Probability and mathematical statistics
- Category
- Library
No coin nor oath required. For personal study only.
β¦ 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.
β¦ Subjects
ProbabilitΓ ;Spazio di Hilbert;Statistica matematica;ProbabilitaΜ
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<span>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.</span>
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