Statistical Inference for Piecewise-deterministic Markov Processes (ePub)
(Sprache: Englisch)
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...
sofort als Download lieferbar
eBook (ePub)
139.99 €
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Statistical Inference for Piecewise-deterministic Markov Processes (ePub)“
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.
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.
Autoren-Porträt
AZAÏS Romain, Inria Nancy - Grand Est, Institut Elie Cartan de Lorraine.BOUGUET Florian, Inria Nancy - Grand Est, Institut Elie Cartan de Lorraine.
Bibliographische Angaben
- 2018, 1. Auflage, 304 Seiten, Englisch
- Herausgegeben: Romain Azais, Florian Bouguet
- Verlag: John Wiley & Sons
- ISBN-10: 1119544033
- ISBN-13: 9781119544036
- Erscheinungsdatum: 31.07.2018
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: ePub
- Größe: 53 MB
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "Statistical Inference for Piecewise-deterministic Markov Processes"
0 Gebrauchte Artikel zu „Statistical Inference for Piecewise-deterministic Markov Processes“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Statistical Inference for Piecewise-deterministic Markov Processes".
Kommentar verfassen