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Statistical Analysis of Stochastic Processes in Time

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Cambridge University Press, Aug 2, 2004 - Mathematics - 338 pages
This introduction to ways of modelling a wide variety of phenomena that occur over time is accessible to anyone with a basic knowledge of statistical ideas. J.K. Lindsey concentrates on tractable models involving simple processes for which explicit probability models, hence likelihood functions, can be specified. (These models are the most useful in statistical applications modelling empirical data.) Examples are drawn from physical, biological and social sciences, to show how the book's underlying ideas can be applied, and data sets and R code are supplied for them. Author resource page: http://popgen.unimaas.nl/~jlindsey/books.html
  

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Review: Statistical Analysis of Stochastic Processes in Time

User Review  - Andrewcharles420 - Goodreads

Good introduction to many statistical tools for analyzing various random processes in time. I could have used more frequent explicit numerical calculations and/or answers to exercises. I would also ... Read full review

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Contents

What is a stochastic process?
3
Basics of statistical modelling
18
Survival processes
39
Recurrent events
71
Discretetime Markov chains
101
Event histories
133
Dynamic models
151
More complex dependencies
183
Diffusion and volatility
233
Dynamic models
255
Growth curves
268
Compartment models
285
Repeated measurements
303
References
317
Subject index
330
Copyright

Time series
213

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References from web pages

ingentaconnect Statistical Analysis of Stochastic Processes in ...
Statistical Analysis of Stochastic Processes in Time, by jk Lindsey. Author: mccullough, bd1. Source: Technometrics, Volume 47, Number 3, August 2005 , pp. ...
www.ingentaconnect.com/ content/ asa/ tech/ 2005/ 00000047/ 00000003/ art00017;jsessionid=76kmcdmfs1j5a.alice?format=print

econpapers: Statistical Analysis of Stochastic Processes in Time ...
By Robert Lund; Statistical Analysis of Stochastic Processes in Time, JK Lindsey.
econpapers.repec.org/ article/ besjnlasa/ v_3A102_3Ay_3A2007_3Ap_3A382-382.htm

Statistical Analysis of Stochastic Processes in Time
0521837413 - Statistical Analysis of Stochastic Processes in Time - by jk Lindsey Description More information. Description ...
assets.cambridge.org/ 052183/ 7413/ description/ 0521837413_description.htm

Statistical Analysis of Stochastic Processes in Time - jácotei
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PBFORBOOK
Statistical Analysis of Stochastic Processes in Time. ผู้แต่ง : Lindsey, ISBN : 0521837413. สำนักพิมพ์ : Cambridge, ราคาหน้าปก(บาท) : 2600 ...
www.pbforbook.com/ page_new5/ print.asp?id=50907

livre statistical analysis of stochastic processes in time ...
livre 2 ordm cycle : many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quantities that vary ...
www.lavoisier.fr/ notice/ fr406025.html

Daum 책
Statistical Analysis of Stochastic Processes in Time. 분야 수학. 책 이미지. Lindsey, jk 지음|Cambridge. 2004.9|ISBN 0521837413|Hardback. 평점 평점 : 0.0 ...
book.daum.net/ bookdetail/ book.do?bookid=ENG9780521837415

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