Articles liés à Statistical Analysis of Stochastic Processes in Time

Statistical Analysis of Stochastic Processes in Time - Couverture souple

Livre 8 sur 46: Cambridge Series in Statistical and Probabilistic Mathematics

Lindsey, J. K.

 
9781107405325: Statistical Analysis of Stochastic Processes in Time
Couverture souple
ISBN 10 : 1107405327 ISBN 13 : 9781107405325
Editeur : Cambridge University Press, 2012

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Revue de presse

'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

'... the book fills a gap between the more fundamental, topical volumes around, and more popular texts on these matters. it is very well readable, and it provides both an excellent introduction and a good overview over much of stochastic methods applicable in longitudinal data.' Environmental and Ecological Statistics

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2012
Langue
anglais
ISBN 10 
1107405327
ISBN 13 
9781107405325
Reliure
Broché
Nombre de pages
354
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France