Title: Statistical Topics and Stochastic Models for Dependent Data with Applications
Publisher: Wiley-ISTE
Publication Date: 2020
Language: English
ISBN 10: 1786306034
ISBN 13: 9781786306036
Binding: Hardcover
Condition: New

About this title

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.

About the Author

"Vlad Stefan BARBU1 : 1Associate Professor of Mathematics (Statistics) - HDR (Habilitation to Conduct Research); Laboratory of Mathematics Rapha�l Salem, University of Rouen - Normandy, France Nicolas VERGNE : Associate Professor of Mathematics (Statistics); Laboratory of Mathematics Rapha�l Salem, University of Rouen - Normandy, France"

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