Bayesian analysis of stochastic process models /

• Κύριος συγγραφέας: Ruggeri, Fabrizio
• Άλλοι συγγραφείς: Wiper, Michael P., Ríos Insua, David, 1964-
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, New Jersey : Wiley, 2012.
• Θέματα: Bayesian statistical decision theory.; Stochastic processes.; MATHEMATICS > Probability & Statistics > Bayesian Analysis.; Electronic books.

"This book provides analysis of stochastic processes from a Bayesian perspective with coverage of the main classes of stochastic processing, including modeling, computational, inference, prediction, decision-making and important applied models based on stochastic processes. In offers an introdu...

Πίνακας περιεχομένων:

• Front Matter
• Basic Concepts and Tools. Stochastic Processes
• Bayesian Analysis
• Models. Discrete Time Markov Chains and Extensions
• Continuous Time Markov Chains and Extensions
• Poisson Processes and Extensions
• Continuous Time Continuous Space Processes
• Applications. Queueing Analysis
• Reliability
• Discrete Event Simulation
• Risk Analysis
• Appendix A: Main Distributions
• Appendix B: Generating Functions and the Laplace₆Stieltjes Transform
• Index
• Wiley Series in Probability and Statistics.