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Hilbert Space Methods in Probability and Statistical Inference

Christopher G. Small, Don L. McLeish
ISBN: 978-1-118-16553-9
E-book
270 pages
September 2011
US $199.99 Purchase This E-book

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Other Available Formats: Hardcover

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.