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Statistical Analysis of Stochastic Processes in Time

Statistical Analysis of Stochastic Processes in Time

by J. K. Lindsey
Hardback
Publication Date: 02/08/2004

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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. Much theoretical work has been done but virtually no modern books are available to show how the results can be applied. This book fills that gap by introducing 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.
ISBN:
9780521837415
9780521837415
Category:
Stochastics
Format:
Hardback
Publication Date:
02-08-2004
Language:
English
Publisher:
Cambridge University Press
Country of origin:
United Kingdom
Pages:
354
Dimensions (mm):
254x178x21mm
Weight:
0.83kg

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