Statistical Analysis of Stochastic Processes in Time

by J.K. Lindsey

Book Overview

This 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...

• Format: Paperback
• Language: English
• ISBN: 1107405327
• ISBN13: 9781107405325
• Release Date: July 2012
• Publisher: Cambridge University Press
• Length: 354 Pages
• Weight: 1.24 lbs.
• Dimensions: 0.7" x 6.7" x 9.6"