Statistical Analysis of Stochastic Processes in Time (Cambridge Series in Statistical and Probabilistic Mathematics)
Statistical Analysis of Stochastic Processes in Time (Cambridge Series in Statistical and Probabilistic Mathematics)
Editorial Reviews
Review
'This book is an extraordinary piece of literature ... It is simply a masterpiece and even the most experienced statistician will learn a thing or two from this text. ... It is more than a mere cookery book type of statistical commands, output and interpretation but, rather, a deep understanding and appreciation of the statistical thinking process. ... The book is well written and would be good reading for applied statisticians as well as all post-graduate and faculty members who interact with data. Libraries should purchase a copy.' Journal of the Royal Statistical Society
Book Description
This introduction to ways of modelling a wide variety of phenomena that occur over time is accessible to anyone with a basic knowledge of statistical ideas. J.K. Lindsey concentrates on tractable models involving simple processes for which explicit probability models, hence likelihood functions, can be specified. (These models are the most useful in statistical applications modelling empirical data.) Examples are drawn from physical, biological and social sciences, to show how the book's underlying ideas can be applied, and data sets and R code are supplied for them.
Statistical Analysis of Stochastic Processes in Time (Cambridge Series in Statistical and Probabilistic Mathematics),J. K. Lindsey,R. Gill,B. D. Ripley,S. Ross,B. W. Silverman,M. Stein,Cambridge University Press,0521837413,Applied,Mathematics,Probability & Statistics - General,Science/Mathematics,Stochastic processes,Mathematics / Statistics,Stochastics
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