| Statistical Topics and Stochastic Models for Dependent Data with Applications Contributor(s): Barbu, Vlad Stefan (Author) |
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ISBN: 1786306034 ISBN-13: 9781786306036 Publisher: Wiley-Iste OUR PRICE: $169.05 Product Type: Hardcover - Other Formats Published: December 2020 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Stochastic Processes - Mathematics | Mathematical Analysis |
| Physical Information: 0.69" H x 6.14" W x 9.21" (1.25 lbs) 288 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields. |