Hilbert Space Methods in Probability and Statistical Inferenc... - 9780471592815

Hilbert Space Methods in Probability and Statistical InferenceAuthor(s): Christopher G. Small, Don L. McLeish\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: Wiley-Interscience\nISBN-13: 9780471592815, 978-0471592815\nSynopsis\nExplains 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.