Statistical Topics and Stochastic Models for Dependent Data with Applications

• Author(s): Vlad Stefan Barbu, Nicolas Vergne,
• Publisher: John Wiley & Sons
• Pages: 288
• ISBN_10: 1786306034
  ISBN_13: 9781786306036
  
• Language: en
• Categories: Mathematics / Probability & Statistics / Stochastic Processes , Mathematics / Probability & Statistics / General , Mathematics / Mathematical Analysis , Education / General ,

Description:... 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.