Könyv Statistical Inference for Piecewise-deterministic Markov Processes Romain Azais

Statistical Inference for Piecewise-deterministic Markov Processes

Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: ISTE Ltd
Elérhetőség: Beszállítói készleten alacsony példányszámban
Küldés 11-15 napon belül
59 132 Ft
Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2018
oldal
304
EAN
9781786303028
ISBN
9781786303028
Enbook ID
19821443
Kiadó
Súly
584
Méretek
167 x 242 x 21

Teljes leírás

Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of applications: biology, insurance, neuroscience, networks, finance... Such processes are defined by a deterministic motion punctuated by random jumps at random times, and offer simple yet challenging models to study. Nevertheless, the issue of statistical estimation of the parameters ruling the jump mechanism is far from trivial. Responding to new developments in the field as well as to current research interests and needs, Statistical inference for piecewise-deterministic Markov processes offers a detailed and comprehensive survey of state-of-the-art results. It covers a wide range of general processes as well as applied models. The present book also dwells on statistics in the context of Markov chains, since piecewise-deterministic Markov processes are characterized by an embedded Markov chain corresponding to the position of the process right after the jumps.

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