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Item Details
Title: STATISTICAL ANALYSIS OF STOCHASTIC PROCESSES IN TIME
By: J. K. Lindsey
Format: Electronic book text

List price: £135.00


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ISBN 10: 051161716X
ISBN 13: 9780511617164
Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 3 February, 2010
Series: Cambridge Series in Statistical and Probabilistic Mathematics 14
Description: This 2004 book introduces ways of modelling phenomena that occur over time. Covers stochastic processes, survival analysis, time series and more.
Synopsis: This book was first published in 2004. 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.
Publication: UK
Imprint: Cambridge University Press (Virtual Publishing)
Returns: Non-returnable
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