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Statistical Inference for Piecewise-deterministic Markov Processes

By: (Edited by) Florian Bouguet , (Edited by) Romain Azais

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Ksh 25,000.00

Format: Hardback or Cased Book

ISBN-10: 1786303027

ISBN-13: 9781786303028

Publisher: ISTE Ltd and John Wiley & Sons Inc

Imprint: ISTE Ltd and John Wiley & Sons Inc

Country of Manufacture: US

Country of Publication: GB

Publication Date: Jul 10th, 2018

Print length: 304 Pages

Weight: 612 grams

Dimensions (height x width x thickness): 23.40 x 16.00 x 2.20 cms

Product Classification: Probability & statistics

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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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