Statistical Inference for Piecewise-deterministic Markov Processes

Name: Statistical Inference for Piecewise-deterministic Markov Processes
Brand: ISTE Ltd
SKU: 9781786303028
Price: 169.91 EUR
Availability: InStock

Автор: Romain Azais, Florian Bouguet

Език:

Корици: С твърди корици

Издател: ISTE Ltd

Наличност: Външен склад в ограничено количество

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169.91 € 332.31 лв

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

Информация за книгата

Автор

Romain Azais, Florian Bouguet

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2018

страници

304

EAN

9781786303028

ISBN

9781786303028

Enbook ID

19821443

Издател

ISTE Ltd

Теглоt

584

Размери

167 x 242 x 21

Пълно описание

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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Statistical Inference for Piecewise-deterministic Markov Processes

Информация за книгата

Пълно описание

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