Statistical Analysis of Stochastic Processes in Time
Book Details
Format
Hardback or Cased Book
ISBN-10
0521837413
ISBN-13
9780521837415
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 2nd, 2004
Print length
354 Pages
Weight
836 grams
Dimensions
18.60 x 26.40 x 2.60 cms
Product Classification:
Stochastics
Ksh 16,550.00
Manufactured on Demand
0 in stock
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This 2004 introduction to ways of modelling phenomena that occur over time is accessible to anyone with a basic knowledge of statistical ideas. Examples from physical, biological and social sciences show how the principles can be put into practice: data sets and R code for these are supplied on author's website.
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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