J. K. Lindsey

Statistical Analysis of Stochastic Processes in Time (eBook, PDF)

• Format: PDF

Produktbeschreibung

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 quantities that vary over time: stochastic processes are designed to study them. This book introduces practical methods of applying stochastic processes to an audience knowledgeable only in basic statistics. It covers almost all aspects of the subject and presents the theory in an easily accessible form that is highlighted by application to many examples. These examples arise from dozens of areas, from sociology through medicine to engineering. Complementing these are exercise sets making the book suited for introductory courses in stochastic processes. Software (available from www.cambridge.org) is provided for the freely available R system for the reader to apply to all the models presented.

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Produktdetails

• Verlag: Cambridge University Press
• Erscheinungstermin: 2. August 2004
• Englisch
• ISBN-13: 9780511208362
• Artikelnr.: 38213318

Inhaltsangabe

Preface
Part I. Basic Principles: 1. What is a stochastic process?
2. Normal theory models and extensions
Part II. Categorical State Space: 3. Survival processes
4. Recurrent events
5. Discrete-time Markov chains
6. Event histories
7. Dynamics models
8. More complex dependencies
Part III. Continuous State Space: 9. Time series
10. Growth curves
11. Dynamic models
12. Repeated measurements
Bibliography
Author index
Subject index.