Statistical Topics and Stochastic Models for Dependent Data with Applications

Statistical Topics and Stochastic Models for Dependent Data with Applications

Forfatter: Vlad Stefan Barbu, Nicolas Vergne
Forlag: Wiley
Udgave: 1
Udgivelsesdato: 2020
ISBN: 9781786306036

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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.

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