E-Book, Englisch, 270 Seiten, E-Book
Small / McLeish Hilbert Space Methods in Probability and Statistical Inference
1. Auflage 2011
ISBN: 978-1-118-16553-9
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
E-Book, Englisch, 270 Seiten, E-Book
Reihe: Wiley Series in Probability and Statistics
ISBN: 978-1-118-16553-9
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
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.
Autoren/Hrsg.
Weitere Infos & Material
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.