Statistical topics and stochastic models for dependent data with applications : applications in reliability, survival analysis and related fields /

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 an...

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Bibliographic Details
Other Authors: Barbu, Vlad Stefan, Vergne, Nicolas
Format: eBook
Language:English
Published: London : Hoboken : ISTE, Ltd. ; Wiley, 2020.
Series:Mathematics and statistics series (ISTE)
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Item Description:7.3. Pointwise estimation with absolute error risk.
Physical Description:1 online resource (281 pages)
ISBN:9781119779421
1119779421
9781119779414
1119779413