Statistical Topics and Stochastic Models for Dependent Data with Applications
Author | : Vlad Stefan Barbu |
Publisher | : John Wiley & Sons |
Total Pages | : 288 |
Release | : 2020-11-03 |
ISBN-10 | : 9781119779407 |
ISBN-13 | : 1119779405 |
Rating | : 4/5 (405 Downloads) |
Download or read book Statistical Topics and Stochastic Models for Dependent Data with Applications written by Vlad Stefan Barbu and published by John Wiley & Sons. This book was released on 2020-11-03 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.