Hilbert Space Methods in Probability and Statistical Inference

Hilbert Space Methods in Probability and Statistical Inference

Author(s): Christopher G. Small, D.L. McLeish

Published Online: 13 SEP 2011 08:38AM EST

Print ISBN: 9780471592815

Online ISBN: 9781118165522

DOI: 10.1002/9781118165522

About this Book

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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