Applied Stochastic Modelling

ISBN-13: 9781138469693 / Angielski / Twarda / 2017

Byron J. T. Morgan

Opis

Covers both contemporary and classical aspects of statistics, including survival analysis, Kernel density estimation, Markov chain Monte Carlo, hypothesis testing, regression, bootstrap, and generalised linear models. This work provides the option of using powerful computational tools for stochastic modelling.

Spis treści

Introduction and Examples. Basic Model Fitting. Function Optimisation. Basic Likelihood Tools. General Principles. Simulation Techniques. Bayesian Methods and MCMC. General Families of Models. Index of Data Sets. Index of MATLAB Programs. Appendices. Solutions and Comments for Selected Exercises. Bibliography. Index.

O autorze

Byron J.T. Morgan