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Synopsis
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.
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About the Author
"Vlad Stefan BARBU1 : 1Associate Professor of Mathematics (Statistics) - HDR (Habilitation to Conduct Research); Laboratory of Mathematics Raphaël Salem, University of Rouen - Normandy, France Nicolas VERGNE : Associate Professor of Mathematics (Statistics); Laboratory of Mathematics Raphaël Salem, University of Rouen - Normandy, France"
"About this title" may belong to another edition of this title.
- PublisherWiley-ISTE
- Publication date2020
- ISBN 10 1786306034
- ISBN 13 9781786306036
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages288
- EditorBarbu Vlad Stefan, Vergne Nicolas
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Statistical Topics and Stochastic Models for Dependent Data with Applications (Hardcover)
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Hardcover. Condition: new. Hardcover. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781786306036
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