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Statistical Inference for Piecewise-deterministic Markov Processes

Statistical Inference for Piecewise-deterministic Markov Processes

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This comprehensive resource delves into the realm of statistical inference for piecewise-deterministic Markov processes, a class of stochastic models that have found applications in diverse fields such as biology, insurance, and neuroscience. Characterized by deterministic motion punctuated by random jumps at unpredictable times, these processes offer a unique blend of simplicity and complexity, making them a challenging yet fascinating area of study. The book provides a detailed examination of the key challenges associated with these models, including the estimation of inter-jumping times and conditional densities. With its in-depth analysis and thorough treatment of the subject matter, this publication is an invaluable resource for researchers and scholars seeking to explore the intricacies of piecewise-deterministic Markov processes. By providing a comprehensive overview of the latest research and findings, this book offers a valuable contribution to the field of stochastic modeling and statistical inference.
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Description
This comprehensive resource delves into the realm of statistical inference for piecewise-deterministic Markov processes, a class of stochastic models that have found applications in diverse fields such as biology, insurance, and neuroscience. Characterized by deterministic motion punctuated by random jumps at unpredictable times, these processes offer a unique blend of simplicity and complexity, making them a challenging yet fascinating area of study. The book provides a detailed examination of the key challenges associated with these models, including the estimation of inter-jumping times and conditional densities. With its in-depth analysis and thorough treatment of the subject matter, this publication is an invaluable resource for researchers and scholars seeking to explore the intricacies of piecewise-deterministic Markov processes. By providing a comprehensive overview of the latest research and findings, this book offers a valuable contribution to the field of stochastic modeling and statistical inference.
Details
  • Product Type: BOOK
  • Barcode: 9781786303028
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