Statistical Analysis of Stochastic Processes in Time
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Statistical Analysis of Stochastic Processes in Time by J. K. Lindsey
Book DescriptionThis book was first published in 2004. Many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quantities that vary over time: stochastic processes are designed to study them. This book introduces practical methods of applying stochastic processes to an audience knowledgeable only in basic 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 (available from www.cambridge.org) is provided for the freely available R system for the reader to apply to all the models presented.
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Book DetailsISBN: 9780521837415
(253mm x 177mm x 21mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 2-Aug-2004
Country of Publication: United Kingdom
Books By Author J. K. Lindsey
Statistical Analysis of Stochastic Processes in Time, Paperback (July 2012)
This 2004 book introduces ways of modelling phenomena that occur over time. Covers stochastic processes, survival analysis, time series and more.
Introduction to Applied Statistics, Hardback (November 2003)
This covers the basics of the design and analysis of surveys and experiments and provides an understanding of the basic principles of modelling and inference. Practical advice is provided on how to design a study, collect data, record observations accurately, detect errors, construct appropriate models, and interpret the results.
Nonlinear Models for Medical Statistics, Hardback (July 2001)
An introduction to the use of nonlinear modelling in medical statistics, including worked through examples in most areas where such techniques are used. It should be suitable for both professional and academic statisticians working in medical research.
Models for Repeated Measurements, Hardback (July 1999)» View all books by J. K. Lindsey
This text presents the general context of repeated measurements, a large number of concrete examples, including data tables to illustrate the models available, and provides an updated bibliography of the repeated measurements literature.
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