Téléchargez le livre : Statistical Inference for Piecewise-deterministic Markov Processes

Statistical Inference for Piecewise-deterministic Markov Processes



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Wiley-ISTE


Paru le : 2018-07-30



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Description

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.
Pages
304 pages
Collection
n.c
Parution
2018-07-30
Marque
Wiley-ISTE
EAN papier
9781786303028
EAN PDF
9781119544098
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
304
Taille du fichier
7854 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
163,47 €
EAN EPUB
9781119544036
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
304
Taille du fichier
56033 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
163,47 €

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