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Cambridge Series in Statistical and Probabilistic Mathematics : Statistical Analysis of Stochastic Processes in Time Series Number 14 - J. K. Lindsey

Cambridge Series in Statistical and Probabilistic Mathematics

Statistical Analysis of Stochastic Processes in Time Series Number 14

Hardcover Published: 1st August 2004
ISBN: 9780521837415
Number Of Pages: 354

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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. Much theoretical work has been done but virtually no modern books are available to show how the results can be applied. This book fills that gap by introducing 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.

'This book is an extraordinary piece of literature ... It is simply a masterpiece and even the most experienced statistician will learn a thing or two from this text. ... It is more than a mere cookery book type of statistical commands, output and interpretation but, rather, a deep understanding and appreciation of the statistical thinking process. ... The book is well written and would be good reading for applied statisticians as well as all post-graduate and faculty members who interact with data. Libraries should purchase a copy.' Journal of the Royal Statistical Society, Series A '... the book fills a gap between the more fundamental, topical volumes around, and more popular texts on these matters. it is very well readable, and it provides both an excellent introduction and a good overview over much of stochastic methods applicable in longitudinal data.' Environmental and Ecological Statistics

Survival processes
Recurrent events
Dynamics models
Continuous State Sp
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ISBN: 9780521837415
ISBN-10: 0521837413
Series: Cambridge Series in Statistical and Probabilistic Mathematics
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 354
Published: 1st August 2004
Publisher: Cambridge University Press
Country of Publication: GB
Dimensions (cm): 25.3 x 17.7  x 2.1
Weight (kg): 0.83

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