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. Much theoretical work has been done but virtually no modern books are available to show how the resul...
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| Autore principale: | |
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| Natura: | Libro |
| Lingua: | English |
| Pubblicazione: |
Cambridge University Press
2012
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| Soggetti: | |
| Accesso online: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30580 |
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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| Riassunto: | 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. Much theoretical work has been done but virtually no
modern books are available to show how the results can be applied. This book fills
that gap by introducing practical methods of applying stochastic processes to an
audience knowledgeable only in the basics of 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 is provided within the freely available R system for the reader to be able
to apply all the models presented. |
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