Hilbert Space Methods in Probability and Statistical Inference
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Book Details
Author(s)Christopher G. Small, Don L. McLeish
PublisherWiley-Interscience
ISBN / ASIN0471592811
ISBN-139780471592815
MarketplaceFrance 🇫🇷
Description ▲
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.