Bayesian Analysis of Stochastic Process Models

Β· Β·
Β· Wiley Series in Probability and Statistics Книга 978 Β· ΠŸΡ€ΠΎΠ΄Π°Π²Π΅Ρ†ΡŒ: John Wiley & Sons
Π•Π»Π΅ΠΊΡ‚Ρ€ΠΎΠ½Π½Π° ΠΊΠ½ΠΈΠ³Π°
320
Π‘Ρ‚ΠΎΡ€Ρ–Π½ΠΊΠΈ
ІнструмСнти

ΠŸΡ€ΠΎ Ρ†ΡŽ Π΅Π»Π΅ΠΊΡ‚Ρ€ΠΎΠ½Π½Ρƒ ΠΊΠ½ΠΈΠ³Ρƒ

Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian analysis of models based on stochastic processes, covering the main classes of stochastic processing including modeling, computational, inference, forecasting, decision making and important applied models.

Key features:

  • Explores Bayesian analysis of models based on stochastic processes, providing a unified treatment.
  • Provides a thorough introduction for research students.
  • Computational tools to deal with complex problems are illustrated along with real life case studies
  • Looks at inference, prediction and decision making.

Researchers, graduate and advanced undergraduate students interested in stochastic processes in fields such as statistics, operations research (OR), engineering, finance, economics, computer science and Bayesian analysis will benefit from reading this book. With numerous applications included, practitioners of OR, stochastic modelling and applied statistics will also find this book useful.

Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian analysis of models based on stochastic processes, covering the main classes of stochastic processing including modeling, computational, i...

ΠŸΠΎΠ΄Ρ–Π±Π½Ρ– ΠΊΠ½ΠΈΠ³ΠΈ

ΠŸΡ€ΠΎ Π°Π²Ρ‚ΠΎΡ€Π°

Fabrizio Ruggeri, Research Director, CNR IMATI, Milano, Italy.

Michael P. Wiper, Associate Professor in Statistics, Department of Statistics, Universidad Carlos III de Madrid, Spain.

David Rios Insua, Professor of Statistics and Operations Research, Department of Statistics and Operations Research, Universidad Rey Juan Carlos, Spain.

Fabrizio Ruggeri, Research Director, CNR IMATI, Milano, Italy. Michael P. Wiper, Associate Professor in Statistics, Department of Statistics, Universidad Carlos III de Madrid, Spain. David Rios Insua, Professor of Statistics and Operations Research, Department of Statistics and Operations Resea...

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Π©Π΅ Π²Ρ–Π΄ Π°Π²Ρ‚ΠΎΡ€Π° David Insua

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