Comprises the proceedings of the AMS-IMS-SIAM Summer Research Conference on Statistical Inference from Stochastic Processes, held at Cornell University in Augus

This is the first book designed to introduce Bayesian inference procedures for stochastic processes. There are clear advantages to the Bayesian approach (includ

The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theore

This book was first published in 2004. Many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quanti

Introductory examples of stochastic models; Special models; General theory; Further approaches.