Statistical topics and stochastic models for dependent data with applications applications in reliability, survival analysis and related fields
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 an...
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| Format: | eBook |
| Language: | English |
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London
ISTE, Ltd.
2020
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| Series: | Mathematics and statistics
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | 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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| Item Description: | 7.3. Pointwise estimation with absolute error risk |
| Physical Description: | 281 pages |
| ISBN: | 9781119779414 9781119779421 1119779421 |