Statistical Inference for Piecewise-Deterministic Markov Processes - Rilegato

Rilegato

ISBN 10: 1786303027 ISBN 13: 9781786303028

Casa editrice: Iste/Hermes Science Pub, 2018

Riassunto

Piecewise-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.

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Informazioni sull'autore

AZAÏS Romain, Inria Nancy - Grand Est, Institut Elie Cartan de Lorraine.

BOUGUET Florian, Inria Nancy - Grand Est, Institut Elie Cartan de Lorraine.

Dettagli dell'edizione

• Editore: Iste/Hermes Science Pub
• Data di pubblicazione: 2018
• Lingua: Inglese
• ISBN 10: 1786303027
• ISBN 13: 9781786303028
• Rilegatura: Copertina rigida
• Numero di pagine: 260
• Redattore: Azais Romain, Bouguet Florian
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile