Del 14 - Cambridge Series in Statistical and Probabilistic Mathematics

Statistical Analysis of Stochastic Processes in Time

Häftad, Engelska, 2012

AvJ. K. Lindsey,Belgium) Lindsey, J. K. (Universite de Liege

779 kr

Beställningsvara. Skickas inom 7-10 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

Finns i fler format (1)

Inbunden

1 489 kr

Skickas inom 7-10 vardagar

This book was first published in 2004. Many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quantities that vary over time: stochastic processes are designed to study them. This book introduces practical methods of applying stochastic processes to an audience knowledgeable only in basic statistics. It covers almost all aspects of the subject and presents the theory in an easily accessible form that is highlighted by application to many examples. These examples arise from dozens of areas, from sociology through medicine to engineering. Complementing these are exercise sets making the book suited for introductory courses in stochastic processes. Software (available from www.cambridge.org) is provided for the freely available R system for the reader to apply to all the models presented.

Produktinformation

Utgivningsdatum2012-07-19
Mått170 x 244 x 19 mm
Vikt570 g
FormatHäftad
SpråkEngelska
SerieCambridge Series in Statistical and Probabilistic Mathematics
Antal sidor354
FörlagCambridge University Press
ISBN9781107405325

Tillhör följande kategorier

Preface; Part I. Basic Principles: 1. What is a stochastic process?; 2. Normal theory models and extensions; Part II. Categorical State Space: 3. Survival processes; 4. Recurrent events; 5. Discrete-time Markov chains; 6. Event histories; 7. Dynamics models; 8. More complex dependencies; Part III. Continuous State Space: 9. Time series; 10. Growth curves; 11. Dynamic models; 12. Repeated measurements; Bibliography; Author index; Subject index.

'This book is an extraordinary piece of literature … It is simply a masterpiece and even the most experienced statistician will learn a thing or two from this text. … It is more than a mere cookery book type of statistical commands, output and interpretation but, rather, a deep understanding and appreciation of the statistical thinking process. … The book is well written and would be good reading for applied statisticians as well as all post-graduate and faculty members who interact with data. Libraries should purchase a copy.' Journal of the Royal Statistical Society, Series A

Mer från samma författare

Del 19

Models for Repeated Measurements

J. K. Lindsey, Belgium) Lindsey, J. K. (Professor, Biostatistics, Professor, Biostatistics, Limburgs Universitair Centrum, James K. Lindsey

Inbunden

2 389 kr

Del 15

Modelling Frequency and Count Data

J. K. Lindsey, Belgium) Lindsey, J. K. (Professor of Biostatistics, Limburgs University; Professor of Quantitative Methodology, Professor of Biostatistics, Limburgs University; Professor of Quantitative Methodology, University of Liege, James K. Lindsey

Inbunden

1 709 kr

Parametric Statistical Inference

J. K. Lindsey, Belgium) Lindsey, J. K. (Professor of Biostatistics, Limburgs University, and Professor of Quantitative Methodology, Professor of Biostatistics, Limburgs University, and Professor of Quantitative Methodology, University of Liege, James K. Lindsey

Inbunden

2 589 kr

Introduction to Applied Statistics

J K Lindsey, University of Liege and Limburgs University) Lindsey, J K (, Professor, J. K. Lindsey, James K. Lindsey

Inbunden

1 629 kr

Introduction to Applied Statistics

J K Lindsey, University of Liege and Limburgs University) Lindsey, J K (, Professor, J. K. Lindsey, James K. Lindsey

Häftad

1 309 kr

Mer från samma serie

Del 8

A User's Guide to Measure Theoretic Probability

David Pollard, Connecticut) Pollard, David (Yale University, R. Gill, B. D. Ripley

Häftad

779 kr

Del 5

Bayesian Methods

Thomas Leonard, John S. J. Hsu, Thomas (University of Edinburgh) Leonard, Santa Barbara) Hsu, John S. J. (University of California

Häftad

779 kr

Del 6

Empirical Processes in M-Estimation

Sara A. van de Geer, The Netherlands) van de Geer, Sara A. (Rijksuniversiteit Leiden, Sara A. Van de Geer, Sara A. Van De Geer, Sara A. van de Geer

Häftad

819 kr

Numerical Methods of Statistics

John F. Monahan, John Monahan

Häftad

859 kr

Del 20

Random Graph Dynamics

Rick Durrett, North Carolina) Durrett, Rick (Duke University

Häftad

639 kr

Numerical Methods of Statistics

John F. Monahan, John Monahan

Inbunden

1 809 kr

Del 28

Bayesian Nonparametrics

Nils Lid Hjort, Chris Holmes, Peter Müller, Stephen G. Walker, Peter Müller, Nils Lid (Universitetet i Oslo) Hjort, Chris (University of Oxford) Holmes, M. D. Anderson Cancer Center) Muller, Peter (University of Texas, Canterbury) Walker, Stephen G. (University of Kent, Peter Muller

Inbunden

1 309 kr

Del 16

Essentials of Statistical Inference

G. A. Young, R. L. Smith, London) Young, G. A. (Imperial College of Science, Technology and Medicine, Chapel Hill) Smith, R. L. (University of North Carolina

Häftad

599 kr

Del 1

Bootstrap Methods and their Application

A. C. Davison, D. V. Hinkley, Zurich) Davison, A. C. (Swiss Federal Institute of Technology, Santa Barbara) Hinkley, D. V. (University of California, R. Gill, B. D. Ripley

Häftad

1 309 kr