Christopher G. Small, Don L. Mcleish

Hilbert Space Methods in Probability and Statistical Inference (eBook, PDF)

• Format: PDF

Produktbeschreibung

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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Produktdetails

• Verlag: John Wiley & Sons
• Seitenzahl: 270
• Erscheinungstermin: 15. September 2011
• Englisch
• ISBN-13: 9781118165539
• Artikelnr.: 38232759

Autorenporträt

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

Inhaltsangabe

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.