Hilbert Space Methods in Probability and Statistical Inference

Copyright © 1994 John Wiley & Sons, Inc. All rights reserved.

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.

Table of contents

    1. You have free access to this content
      Front Matter (pages i–xi)

    2. Chapter 1

      Introduction (pages 1–8)

    3. Chapter 2

      Hilbert Spaces (pages 9–30)

    4. Chapter 3

      Probability Theory (pages 31–57)

    5. Chapter 4

      Estimating Functions (pages 59–105)

    6. Chapter 5

      Orthogonality and Nuisance Parameters (pages 107–125)

    7. Chapter 6

      Martingale Estimating Functions and Projected Likelihood (pages 127–161)

    8. Chapter 7

      Stochastic Integration and Product Integrals (pages 163–187)

    9. Chapter 8

      Estimating Functions and the Product Integral Likelihood for Continuous Time Stochastic Processes (pages 189–220)

    10. Chapter 9

      Hilbert Spaces and Spline Density Estimation (pages 221–234)

    11. You have free access to this content
      Bibliography (pages 235–244)

    12. You have free access to this content
      Index (pages 245–252)

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