Statistical Inference for Piecewise-deterministic Markov Processes

Name: Statistical Inference for Piecewise-deterministic Markov Processes
Brand: ISTE Ltd
SKU: 9781786303028
Price: 154.17 EUR
Availability: InStock

Autor: Romain Azais, Florian Bouguet

Jazyk:

Väzba: Pevná

Vydavateľ: ISTE Ltd

Dostupnosť: Skladom u dodávateľa v malom množstve

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154.17 €

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

Informácie o knihe

Autor

Romain Azais, Florian Bouguet

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2018

Stránok

304

EAN

9781786303028

ISBN

9781786303028

Enbook ID

19821443

Vydavateľ

ISTE Ltd

Hmotnosť

584

Rozmery

167 x 242 x 21

Kompletný popis

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

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