Statistical Inference for Markov Processes, Reprinted
Author: Patrick Billingsley
Publisher:
Published: 1974
Total Pages:
ISBN-13:
DOWNLOAD EBOOKRead and Download eBook Full
Author: Patrick Billingsley
Publisher:
Published: 1974
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Patrick Billingsley
Publisher:
Published: 1961
Total Pages: 100
ISBN-13:
DOWNLOAD EBOOKAuthor: Romain Azais
Publisher: John Wiley & Sons
Published: 2018-07-31
Total Pages: 279
ISBN-13: 1119544033
DOWNLOAD EBOOKPiecewise-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: Patrick Billingsley
Publisher:
Published: 1961
Total Pages: 75
ISBN-13:
DOWNLOAD EBOOKAuthor: Patrick Billingsley
Publisher:
Published: 1961
Total Pages: 75
ISBN-13:
DOWNLOAD EBOOKAuthor: Ramanpillai Krishna Pillai
Publisher:
Published: 1963
Total Pages: 58
ISBN-13:
DOWNLOAD EBOOKAuthor: Said Mohamed Rujbani
Publisher:
Published: 1979
Total Pages: 226
ISBN-13:
DOWNLOAD EBOOKAuthor: Dani Gamerman
Publisher: CRC Press
Published: 1997-10-01
Total Pages: 264
ISBN-13: 9780412818202
DOWNLOAD EBOOKBridging the gap between research and application, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference provides a concise, and integrated account of Markov chain Monte Carlo (MCMC) for performing Bayesian inference. This volume, which was developed from a short course taught by the author at a meeting of Brazilian statisticians and probabilists, retains the didactic character of the original course text. The self-contained text units make MCMC accessible to scientists in other disciplines as well as statisticians. It describes each component of the theory in detail and outlines related software, which is of particular benefit to applied scientists.
Author: Wenyu Wang
Publisher:
Published: 1989
Total Pages: 128
ISBN-13:
DOWNLOAD EBOOKAuthor: Olivier Cappé
Publisher: Springer Science & Business Media
Published: 2006-04-12
Total Pages: 656
ISBN-13: 0387289828
DOWNLOAD EBOOKThis 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.