Statistical Analysis of Stochastic Processes in Time

By:

J.K. Lindsey

Format:

Hardback

Series:

Cambridge Series in Statistical and Probabilistic Mathematics

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Description

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. Much theoretical work has been done but virtually no modern books are available to show how the results can be applied. This book fills that gap by introducing 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.

Release date NZ

August 2nd, 2004

Author

J.K. Lindsey

Audience

Professional & Vocational

Pages

354

Series

Cambridge Series in Statistical and Probabilistic Mathematics

Dimensions

178x254x21

ISBN-13

9780521837415

Product ID

5967184

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