Small, Christopher G.
Hilbert Space Methods in Probability and Statistical Inference
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.
Keywords: Probability & Mathematical Statistics
- Author(s)
- Small, Christopher G.
- McLeish, Don L.
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 1994
- Language
- en
- Edition
- 1
- Series
- Wiley Series in Probability and Statistics
- Page amount
- 270 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9781118165539
- Printed ISBN
- 9780471592815
