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Author: Alan Karr Publisher: CRC Press ISBN: 9780824785321 Category : Mathematics Languages : en Pages : 524
Book Description
Maintaining the excellent features that made the first edition so popular, this outstanding reference/text presents the only comprehensive treatment of the theory of point processes and statistical inference for point processes-highlighting both pointprocesses on the real line and sp;, .tial point processes. Thoroughly updated and revised to reflect changes since publication of the firstedition, the expanded Second EdiLion now contains a better organized and easierto-understand treatment of stationary point processes ... expanded treatment ofthe multiplicative intensity model ... expanded treatment of survival analysis . ..broadened consideration of applications ... an expanded and extended bibliographywith over 1,000 references ... and more than 3('() end-of-chapter exercises.
Author: Alan Karr Publisher: Routledge ISBN: 1351423835 Category : Mathematics Languages : en Pages : 509
Book Description
Maintaining the excellent features that made the first edition so popular, this outstanding reference/text presents the only comprehensive treatment of the theory of point processes and statistical inference for point processes-highlighting both pointprocesses on the real line and sp;,.tial point processes. Thoroughly updated and revised to reflect changes since publication of the firstedition, the expanded Second EdiLion now contains a better organized and easierto-understand treatment of stationary point processes ... expanded treatment ofthe multiplicative intensity model ... expanded treatment of survival analysis . ..broadened consideration of applications ... an expanded and extended bibliographywith over 1,000 references ... and more than 3('() end-of-chapter exercises.
Author: Jesper Moller Publisher: CRC Press ISBN: 9780203496930 Category : Mathematics Languages : en Pages : 320
Book Description
Spatial point processes play a fundamental role in spatial statistics and today they are an active area of research with many new applications. Although other published works address different aspects of spatial point processes, most of the classical literature deals only with nonparametric methods, and a thorough treatment of the theory and applications of simulation-based inference is difficult to find. Written by researchers at the top of the field, this book collects and unifies recent theoretical advances and examples of applications. The authors examine Markov chain Monte Carlo algorithms and explore one of the most important recent developments in MCMC: perfect simulation procedures.
Author: George Casella Publisher: CRC Press ISBN: 1040024025 Category : Mathematics Languages : en Pages : 1746
Book Description
This classic textbook builds theoretical statistics from the first principles of probability theory. Starting from the basics of probability, the authors develop the theory of statistical inference using techniques, definitions, and concepts that are statistical and natural extensions, and consequences, of previous concepts. It covers all topics from a standard inference course including: distributions, random variables, data reduction, point estimation, hypothesis testing, and interval estimation. Features The classic graduate-level textbook on statistical inference Develops elements of statistical theory from first principles of probability Written in a lucid style accessible to anyone with some background in calculus Covers all key topics of a standard course in inference Hundreds of examples throughout to aid understanding Each chapter includes an extensive set of graduated exercises Statistical Inference, Second Edition is primarily aimed at graduate students of statistics, but can be used by advanced undergraduate students majoring in statistics who have a solid mathematics background. It also stresses the more practical uses of statistical theory, being more concerned with understanding basic statistical concepts and deriving reasonable statistical procedures, while less focused on formal optimality considerations. This is a reprint of the second edition originally published by Cengage Learning, Inc. in 2001.
Author: M. N. M. Van Lieshout Publisher: World Scientific ISBN: 1860940714 Category : Mathematics Languages : en Pages : 185
Book Description
This text employs a stochastic approach to studying Markov object processes, showing that they form a flexible class of models for a range of problems involving the interpretation of spatial data. Applications can be found in many fields of study.
Author: Janos Galambos Publisher: CRC Press ISBN: 1000943046 Category : Mathematics Languages : en Pages : 477
Book Description
This work thoroughly covers the concepts and main results of probability theory, from its fundamental principles to advanced applications. This edition provides examples early in the text of practical problems such as the safety of a piece of engineering equipment or the inevitability of wrong conclusions in seemingly accurate medical tests for AIDS and cancer.
Author: N.U. Prabhu Publisher: CRC Press ISBN: 1000147746 Category : Mathematics Languages : en Pages : 294
Book Description
Covering both theory and applications, this collection of eleven contributed papers surveys the role of probabilistic models and statistical techniques in image analysis and processing, develops likelihood methods for inference about parameters that determine the drift and the jump mechanism of a di
Author: Yu A. Kutoyants Publisher: Springer Science & Business Media ISBN: 1461217067 Category : Mathematics Languages : en Pages : 282
Book Description
This work is devoted to several problems of parametric (mainly) and nonparametric estimation through the observation of Poisson processes defined on general spaces. Poisson processes are quite popular in applied research and therefore they attract the attention of many statisticians. There are a lot of good books on point processes and many of them contain chapters devoted to statistical inference for general and partic ular models of processes. There are even chapters on statistical estimation problems for inhomogeneous Poisson processes in asymptotic statements. Nevertheless it seems that the asymptotic theory of estimation for nonlinear models of Poisson processes needs some development. Here nonlinear means the models of inhomogeneous Pois son processes with intensity function nonlinearly depending on unknown parameters. In such situations the estimators usually cannot be written in exact form and are given as solutions of some equations. However the models can be quite fruitful in en gineering problems and the existing computing algorithms are sufficiently powerful to calculate these estimators. Therefore the properties of estimators can be interesting too.
Author: B. D. Ripley Publisher: Cambridge University Press ISBN: 9780521424202 Category : Mathematics Languages : en Pages : 162
Book Description
The study of spatial processes and their applications is an important topic in statistics and finds wide application particularly in computer vision and image processing. This book is devoted to statistical inference in spatial statistics and is intended for specialists needing an introduction to the subject and to its applications. One of the themes of the book is the demonstration of how these techniques give new insights into classical procedures (including new examples in likelihood theory) and newer statistical paradigms such as Monte-Carlo inference and pseudo-likelihood. Professor Ripley also stresses the importance of edge effects and of lack of a unique asymptotic setting in spatial problems. Throughout, the author discusses the foundational issues posed and the difficulties, both computational and philosophical, which arise. The final chapters consider image restoration and segmentation methods and the averaging and summarising of images. Thus, the book will find wide appeal to researchers in computer vision, image processing, and those applying microscopy in biology, geology and materials science, as well as to statisticians interested in the foundations of their discipline.
Author: Vincenzo Capasso Publisher: Birkhäuser ISBN: 1493927574 Category : Mathematics Languages : en Pages : 489
Book Description
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: Markov processes Stochastic differential equations Arbitrage-free markets and financial derivatives Insurance risk Population dynamics, and epidemics Agent-based models New to the Third Edition: Infinitely divisible distributions Random measures Levy processes Fractional Brownian motion Ergodic theory Karhunen-Loeve expansion Additional applications Additional exercises Smoluchowski approximation of Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Edition will be of interest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the “Bologna Scheme”), the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. From reviews of previous editions: "The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications." -Zentralblatt MATH
Author: Alan Karr
Author: Alan Karr
Author: Alan Karr
Author: Jesper Moller
Author: George Casella
Author: M. N. M. Van Lieshout
Author: Janos Galambos
Author: N.U. Prabhu
Author: Yu A. Kutoyants
Author: B. D. Ripley
Author: Vincenzo Capasso