Bayesian Analysis of Stochastic Process Models
Fabrizio Ruggeri author David Insua author Mike Wiper author
Format:Hardback
Publisher:John Wiley & Sons Inc
Published:30th Mar '12
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9780470744536
Dimensions: 235mm x 159mm x 23mm
Weight: 585g
316 pages