Hilbert Space Methods in Probability and Statistical Inference

ISBN-13: 9780471592815 / Angielski / Twarda / 1994 / 270 str.

Christopher G. Small; D. L. McLeish

Opis

Hilbert space methods are an alternative to the measure-theoretic definitions of random-variables. They are important in the theory of martingales and stochastic integration, as well as in interpolation and density estimation.

Spis treści

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.