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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Bibliographic Details

Title: Hilbert Space Methods in Probability and Statistical Inference
Publisher: John Wiley and Sons Inc, US
Publication Date: 1994
Language: English
ISBN 10: 0471592811
ISBN 13: 9780471592815
Binding: Hardback
Condition: New
Weight: 479 grams

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

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