Hilbert Space Methods in Probability and Statistical Inference

Hilbert space methods are an alternative to the measure-theoretic definitions of random-variables. They are important in the theory of martingales and stochastic integration, as well as in interpolation and density estimation.

• | Author: Christopher G. Small
• | Publisher: Wiley-Interscience
• | Publication Date: Apr 04, 1994
• | Number of Pages: 270 pages
• | Binding: Hardback or Cased Book
• | ISBN-10: 0471592811
• | ISBN-13: 9780471592815