株式会社極東書店トップ > 商品一覧 > Statistical Analysis of Stochastic Processes in Time.
商品詳細
Statistical Analysis of Stochastic Processes in Time.
・ISBN 978-1-107-40532-5 paper GB£ 51.00
¥16,156.- (税込) ※(※)価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Lindsey, J. K., |
|---|---|
| シリーズ | Cambridge Series in Statistical and Probabilistic Mathematics |
| 出版社 | (Cambridge University Press, UK) |
| 出版年月 | 2012 |
| ページ数 | 354 pp. |
| 言語 | ENG |
| ニュース番号 | <M25-8497> |
解説
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 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.