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Statistical Inference for Piecewise-deterministic Markov Processes

Language EnglishEnglish
Book Hardback
Book Statistical Inference for Piecewise-deterministic Markov Processes Romain Azais
Libristo code: 19821443
Publishers ISTE Ltd, July 2018
Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of... Full description
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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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About the book

Full name Statistical Inference for Piecewise-deterministic Markov Processes
Author Romain Azais, Florian Bouguet
Language English
Binding Book - Hardback
Date of issue 2018
Number of pages 304
EAN 9781786303028
ISBN 9781786303028
Libristo code 19821443
Publishers ISTE Ltd
Weight 584
Dimensions 167 x 242 x 21

Categories

Mathematics & Science > Mathematics > Probability & statistics
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