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Author: Patrick Billingsley
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Author: Patrick Billingsley
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Author: Patrick Billingsley
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 100
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Author: Romain Azais
Publisher: John Wiley & Sons
ISBN: 1119544033
Category : Mathematics
Languages : en
Pages : 300
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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: Walter F. Johnson
Publisher:
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Category :
Languages : en
Pages :
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Author: Patrick Billingsley
Publisher:
ISBN:
Category :
Languages : en
Pages : 75
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Author: Patrick Billingsley
Publisher:
ISBN:
Category :
Languages : en
Pages : 75
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Book Description
Author: Olivier Cappé
Publisher: Springer Science & Business Media
ISBN: 0387289828
Category : Mathematics
Languages : en
Pages : 656
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Book Description
This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.
Author: Ramanpillai Krishna Pillai
Publisher:
ISBN:
Category :
Languages : en
Pages : 58
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Author: Wenyu Wang
Publisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 128
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Author: T.W. Anderson
Publisher:
ISBN:
Category :
Languages : en
Pages :
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