Hilbert space methods in probability and statistical inference /
[Book]
Christopher G. Small, D.L. McLeish
xi, 252 pages :
illustrations ;
25 cm
Wiley series in probability and mathematical statistics. Probability and mathematical statistics
"A Wiley-Interscience publication."
Includes bibliographical references (pages 235-244) and index
1. Introduction -- 2. Hilbert Spaces -- 3. Probability Theory -- 4. Estimating Functions -- 5. Orthogonality and Nuisance Parameters -- 6. Martingale Estimating Functions and Projected Likelihood -- 7. Stochastic Integration and Product Integrals -- 8. Estimating Functions and the Product Integral Likelihood for Continuous Time Stochastic Processes -- 9. Hilbert Spaces and Spline Density Estimation