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Stochastic processes with R :an introduction /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic processes with R :Olga Korosteleva.
其他題名:	an introduction /
作者:	Korosteleva, Olga,
出版者:	Boca Raton, FL :CRC Press,2022.
面頁冊數:	ix, 190 p. :ill. (chiefly col.) ;25 cm.
附註:	"A Chapman & Hall book" -- title page.
標題:	Stochastic processesData processing.
ISBN:	9781032153735 (hbk.) :

Stochastic processes with R :an introduction /
Korosteleva, Olga,

Stochastic processes with R :an introduction /Olga Korosteleva. - 1st ed. - Boca Raton, FL :CRC Press,2022. - ix, 190 p. :ill. (chiefly col.) ;25 cm. - Chapman & Hall/CRC texts in statistical science. - Texts in statistical science..

"A Chapman & Hall book" -- title page.

Includes bibliographical references and index.

Stochastic process, Discrete-time Markov chain -- Random walk -- Poisson process -- Nonhomogeneous Poisson process -- Compound Poisson process -- Conditional Poisson process -- Birth-and-death process -- Branching process -- Brownian motion.

"The academic level of this book is not too elementary yet not too advanced. It is assumed that the reader has taken calculus-based probability theory and statistics. Not a whole lot of statistical analysis is present in this book. In applications there are some attempts to estimate parameters of stochastic processes via linear regression, maximum likelihood and method of moments estimators. Typically, a course on stochastic processes is taught to pure mathematics, applied mathematics, physics, and engineering majors, and the selection of processes and level of exposition differ. Most of the books involved sigma algebra, martingales, and Ito calculus, which I deliberately not mention in my book. My book is written for statistics majors who benefit from seeing less theory but more simulated trajectories and serious applications, possibly with data analysis involved.--

ISBN: 9781032153735 (hbk.) :NT$3072

LCCN: 2021040995Subjects--Topical Terms:

816319
Stochastic processes
--Data processing.

LC Class. No.: QA274 / .K6745 2022

Dewey Class. No.: 519.2/3015118

Stochastic processes with R :an introduction /
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008 240807s2022 flua b 001 0 eng
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020 $a 9781032153735 (hbk.) : $c NT$3072
020 $a 1032153733 (hbk.)
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020 $a 103215473X (pbk.)
020 $z 9781003244288 (ebook)
035 $a (OCoLC)1281793511 $z (OCoLC)1280698537
035 $a on1281793511
040 $a DLC $b eng $c DLC $d OCLCF $d OCLCO $d UKMGB $d YDX $d OCLCO $d BDX $d CLO $d S2H $d OCLCL
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050 0 0 $a QA274 $b .K6745 2022
082 0 0 $a 519.2/3015118 $2 23/eng/20211027
100 1 $a Korosteleva, Olga, $e author. $3 968087
245 1 0 $a Stochastic processes with R : $b an introduction / $c Olga Korosteleva.
250 $a 1st ed.
260 $a Boca Raton, FL : $b CRC Press, $c 2022.
300 $a ix, 190 p. : $b ill. (chiefly col.) ; $c 25 cm.
490 1 $a Chapman & Hall/CRC texts in statistical science
500 $a "A Chapman & Hall book" -- title page.
504 $a Includes bibliographical references and index.
505 0 $a Stochastic process, Discrete-time Markov chain -- Random walk -- Poisson process -- Nonhomogeneous Poisson process -- Compound Poisson process -- Conditional Poisson process -- Birth-and-death process -- Branching process -- Brownian motion.
520 $a "The academic level of this book is not too elementary yet not too advanced. It is assumed that the reader has taken calculus-based probability theory and statistics. Not a whole lot of statistical analysis is present in this book. In applications there are some attempts to estimate parameters of stochastic processes via linear regression, maximum likelihood and method of moments estimators. Typically, a course on stochastic processes is taught to pure mathematics, applied mathematics, physics, and engineering majors, and the selection of processes and level of exposition differ. Most of the books involved sigma algebra, martingales, and Ito calculus, which I deliberately not mention in my book. My book is written for statistics majors who benefit from seeing less theory but more simulated trajectories and serious applications, possibly with data analysis involved.-- $c Provided by publisher.
650 0 $a Stochastic processes $x Data processing. $3 816319
650 0 $a R (Computer program language) $3 210846
830 0 $a Texts in statistical science. $3 205786