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Statistical analysis of stochastic processes in time /
"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 knowledgeab...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2004.
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| Colección: | Cambridge series on statistical and probabilistic mathematics ;
14. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | "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."--Provided by publisher |
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| Descripción Física: | 1 online resource (xiv, 338 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and indexes. |
| ISBN: | 0511211945 9780511211942 0521837413 9780521837415 0511217315 9780511217319 0511215525 9780511215520 9780511617164 051161716X 9780511213717 0511213719 9786610540563 661054056X 9781107405325 1107405327 |