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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 Stochastic Process Models cover

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