Statistical Inference for Piecewise-deterministic Markov Processes

Name: Statistical Inference for Piecewise-deterministic Markov Processes
Brand: ISTE Ltd
SKU: 9781786303028
Price: 852.09 RON
Availability: InStock

Autor: Romain Azais, Florian Bouguet

Limbă:

Legare: Copertă tare

Editura: ISTE Ltd

Disponibilitate: În depozitul extern în cantități mici

Expediem în 11-15 zile

852.09 lei

Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of...

Informații despre carte

Autor

Romain Azais, Florian Bouguet

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2018

Pagini

304

EAN

9781786303028

ISBN

9781786303028

Enbook ID

19821443

Editura

ISTE Ltd

Greutate

584

Dimensiuni

167 x 242 x 21

Descriere completă

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.

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Statistical Inference for Piecewise-deterministic Markov Processes

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și