Description

Book Synopsis
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.

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 forContinuous Time Stochastic Processes.

Hilbert Spaces and Spline Density Estimation.

Bibliography.

Index.

Hilbert Space Methods in Probability and

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    A Hardback by Christopher G. Small, Don L. McLeish

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      View other formats and editions of Hilbert Space Methods in Probability and by Christopher G. Small

      Publisher: John Wiley & Sons Inc
      Publication Date: 06/05/1994
      ISBN13: 9780471592815, 978-0471592815
      ISBN10: 0471592811
      Also in:
      Mathematics

      Description

      Book Synopsis
      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.

      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 forContinuous Time Stochastic Processes.

      Hilbert Spaces and Spline Density Estimation.

      Bibliography.

      Index.

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