Statistical analysis of stochastic processes in time:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2004
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Cambridge series on statistical and probabilistic mathematics
14 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | XIV, 338 S. graph. Darst. |
| ISBN: | 0521837413 9780521837415 |
Internformat
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| 100 | 1 | |a Lindsey, James K. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Statistical analysis of stochastic processes in time |c J. K. Lindsey |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2004 | |
| 300 | |a XIV, 338 S. |b graph. Darst. | ||
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Datensatz im Suchindex
| _version_ | 1804134680978522112 |
|---|---|
| adam_text | Contents
Preface
Notation
Parti Basic principles
1
What is a stochastic process?
1.1
Definition
1.2
Dependence among states
1.3
Selecting models
2
Basics of statistical modelling
2.1
Descriptive statistics
2.2
Linear regression
2.3
Categorical covariates
2.4
Relaxing the assumptions
Part
3
Survival processes
3.1
Theory
3.2
Right censoring
3.3
Interval censoring
3.4
Finite mixtures
3.5
Models based directly on intensities
3.6
Changing factors over a lifetime
4
Recurrent events
4.1
Theory
4.2
Descriptive graphical techniques
4.3
Counts of recurrent events
4.4
Times between recurrent events
5
Discrete-time Markov chains
5.1
Theory
5.2
Binary point processes
5.3
Checking the assumptions
5.4
Structured transition matrices
page
xiii
1
3
3
10
14
18
18
21
26
29
37
39
39
47
53
57
60
64
71
72
83
88
91
101
102
108
114
119
vi
6
6.1
6.2
6.3
7
7.1
7.2
7.3
7.4
8
8.1
8.2 Autoregression 191
8.3
8.4
8.5
Partili
9
9.1
9.2 Autoregression 216
9.3
10
10.1
10.2
10.3
10.4
11
11.1
11.2
11.3
12
12.1
12.2
12.3
12.4
13
13.1
13.2
13.3
14
14.1
14.2
14.3
14.4
Contents
References
Author index
Subject index
Many observed phenomena, from the changing health of a patient to values on the
stock market, are characterized 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 the basics of 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 is provided within the freely available
R
j.
|
| adam_txt |
Contents
Preface
Notation
Parti Basic principles
1
What is a stochastic process?
1.1
Definition
1.2
Dependence among states
1.3
Selecting models
2
Basics of statistical modelling
2.1
Descriptive statistics
2.2
Linear regression
2.3
Categorical covariates
2.4
Relaxing the assumptions
Part
3
Survival processes
3.1
Theory
3.2
Right censoring
3.3
Interval censoring
3.4
Finite mixtures
3.5
Models based directly on intensities
3.6
Changing factors over a lifetime
4
Recurrent events
4.1
Theory
4.2
Descriptive graphical techniques
4.3
Counts of recurrent events
4.4
Times between recurrent events
5
Discrete-time Markov chains
5.1
Theory
5.2
Binary point processes
5.3
Checking the assumptions
5.4
Structured transition matrices
page
xiii
1
3
3
10
14
18
18
21
26
29
37
39
39
47
53
57
60
64
71
72
83
88
91
101
102
108
114
119
vi
6
6.1
6.2
6.3
7
7.1
7.2
7.3
7.4
8
8.1
8.2 Autoregression 191
8.3
8.4
8.5
Partili
9
9.1
9.2 Autoregression 216
9.3
10
10.1
10.2
10.3
10.4
11
11.1
11.2
11.3
12
12.1
12.2
12.3
12.4
13
13.1
13.2
13.3
14
14.1
14.2
14.3
14.4
Contents
References
Author index
Subject index
Many observed phenomena, from the changing health of a patient to values on the
stock market, are characterized 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 the basics of 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 is provided within the freely available
R
j. |
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| dewey-hundreds | 500 - Natural sciences and mathematics |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| edition | 1. publ. |
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| id | DE-604.BV021236124 |
| illustrated | Illustrated |
| index_date | 2024-07-02T13:29:46Z |
| indexdate | 2024-07-09T20:28:28Z |
| institution | BVB |
| isbn | 0521837413 9780521837415 |
| language | English |
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| series | Cambridge series on statistical and probabilistic mathematics |
| series2 | Cambridge series on statistical and probabilistic mathematics |
| spelling | Lindsey, James K. Verfasser aut Statistical analysis of stochastic processes in time J. K. Lindsey 1. publ. Cambridge [u.a.] Cambridge Univ. Press 2004 XIV, 338 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Cambridge series on statistical and probabilistic mathematics 14 Procesos estocásticos Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Markov-Kette (DE-588)4037612-6 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s Markov-Kette (DE-588)4037612-6 s b DE-604 Cambridge series on statistical and probabilistic mathematics 14 (DE-604)BV011442366 14 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014278890&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014278890&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Lindsey, James K. Statistical analysis of stochastic processes in time Cambridge series on statistical and probabilistic mathematics Procesos estocásticos Stochastischer Prozess (DE-588)4057630-9 gnd Markov-Kette (DE-588)4037612-6 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4037612-6 |
| title | Statistical analysis of stochastic processes in time |
| title_auth | Statistical analysis of stochastic processes in time |
| title_exact_search | Statistical analysis of stochastic processes in time |
| title_exact_search_txtP | Statistical analysis of stochastic processes in time |
| title_full | Statistical analysis of stochastic processes in time J. K. Lindsey |
| title_fullStr | Statistical analysis of stochastic processes in time J. K. Lindsey |
| title_full_unstemmed | Statistical analysis of stochastic processes in time J. K. Lindsey |
| title_short | Statistical analysis of stochastic processes in time |
| title_sort | statistical analysis of stochastic processes in time |
| topic | Procesos estocásticos Stochastischer Prozess (DE-588)4057630-9 gnd Markov-Kette (DE-588)4037612-6 gnd |
| topic_facet | Procesos estocásticos Stochastischer Prozess Markov-Kette |
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