Statistical Topics and Stochastic Models for Dependent Data With Applications
Vlad Stefan Barbu, Nicolas Vergne
This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.
Рік:
2020
Видавництво:
John Wiley & Sons
Мова:
english
Сторінки:
288
ISBN 10:
1119779413
ISBN 13:
9781119779414
Файл:
PDF, 4.13 MB
IPFS:
,
english, 2020