Statistical Inference for Markov Processes PDF Download
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Author: Patrick Billingsley
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 100
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Author: Patrick Billingsley
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 100
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Author: Sai-Sing Lin
Publisher:
ISBN:
Category :
Languages : en
Pages : 84
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Author: Said Mohamed Rujbani
Publisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 226
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Author: Romain Azais
Publisher: John Wiley & Sons
ISBN: 1119544033
Category : Mathematics
Languages : en
Pages : 279
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Book 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.
Author: T.W. Anderson
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Author: Eveline Bofinger
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Author:
Publisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 240
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Author: Tom Britton
Publisher: Springer Nature
ISBN: 3030309002
Category : Mathematics
Languages : en
Pages : 474
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Book Description
Focussing on stochastic models for the spread of infectious diseases in a human population, this book is the outcome of a two-week ICPAM/CIMPA school on "Stochastic models of epidemics" which took place in Ziguinchor, Senegal, December 5–16, 2015. The text is divided into four parts, each based on one of the courses given at the school: homogeneous models (Tom Britton and Etienne Pardoux), two-level mixing models (David Sirl and Frank Ball), epidemics on graphs (Viet Chi Tran), and statistics for epidemic models (Catherine Larédo). The CIMPA school was aimed at PhD students and Post Docs in the mathematical sciences. Parts (or all) of this book can be used as the basis for traditional or individual reading courses on the topic. For this reason, examples and exercises (some with solutions) are provided throughout.
Author: N.U. Prabhu
Publisher: CRC Press
ISBN: 1000104532
Category : Mathematics
Languages : en
Pages : 289
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Book Description
Covering both theory and applications, this collection of eleven contributed papers surveys the role of probabilistic models and statistical techniques in image analysis and processing, develops likelihood methods for inference about parameters that determine the drift and the jump mechanism of a di
Author: Timothy Duane Johnson
Publisher:
ISBN:
Category :
Languages : en
Pages : 534
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