Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existenc……続きを見る
An Introductory Econometrics TextMathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book sho……続きを見る
Bayesian statistical methods have become widely used for data analysis and modelling in recent years, and the BUGS software has become the most popular software for Bayesian analysis worldwide. Auth……続きを見る
Highlighting modern computational methods, Applied Stochastic Modelling, Second Edition provides students with the practical experience of scientific computing in applied statistics through a range ……続きを見る
Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical conce……続きを見る
Actuarial Models: The Mathematics of Insurance, Second Edition thoroughly covers the basic models of insurance processes. It also presents the mathematical frameworks and methods used in actuarial m……続きを見る
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important ……続きを見る
A general class of powerful and flexible modeling techniques, spline smoothing has attracted a great deal of research attention in recent years and has been widely used in many application areas, fr……続きを見る
Providing a much-needed bridge between elementary statistics courses and advanced research methods courses, Understanding Advanced Statistical Methods helps students grasp the fundamental assumption……続きを見る
Commissioned by the Statistical Society of Canada (SSC), Statistics in Action: A Canadian Outlook helps both general readers and users of statistics better appreciate the scope and importance of sta……続きを見る
Assembling a collection of very prominent researchers in the field, the Handbook of Spatial Statistics presents a comprehensive treatment of both classical and state-of-the-art aspects of this matur……続きを見る
A Strong Practical Focus on Applications and AlgorithmsComputational Statistics Handbook with MATLAB, Third Edition covers today's most commonly used techniques in computational statistics while mai……続きを見る
Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to……続きを見る
An Update of the Most Popular Graduate-Level Introductions to Bayesian Statistics for Social ScientistsNow that Bayesian modeling has become standard, MCMC is well understood and trusted, and comput……続きを見る
Logistic Regression Models presents an overview of the full range of logistic models, including binary, proportional, ordered, partially ordered, and unordered categorical response regression proced……続きを見る
With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explo……続きを見る
Mathematical Statistics: Basic Ideas and Selected Topics, Volume I, Second Edition presents fundamental, classical statistical concepts at the doctorate level. It covers estimation, prediction, test……続きを見る
While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of MCMC to the solution of inference prob……続きを見る
Emphasizing concepts rather than recipes, An Introduction to Statistical Inference and Its Applications with R provides a clear exposition of the methods of statistical inference for students who ar……続きを見る
It's been over a decade since the first edition of Measurement Error in Nonlinear Models splashed onto the scene, and research in the field has certainly not cooled in the interim. In fact, quite th……続きを見る
Survival Analysis Using S: Analysis of Time-to-Event Data is designed as a text for a one-semester or one-quarter course in survival analysis for upper-level or graduate students in statistics, bios……続きを見る
Practical Statistical Methods: A SAS Programming Approach presents a broad spectrum of statistical methods useful for researchers without an extensive statistical background. In addition to nonparam……続きを見る
Handbook of Cluster Analysis provides a comprehensive and unified account of the main research developments in cluster analysis. Written by active, distinguished researchers in this area, the book h……続きを見る
Incorporating a collection of recent results, Polya Urn Models deals with discrete probability through the modern and evolving urn theory and its numerous applications. It looks at how some classica……続きを見る
Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students ……続きを見る
Winner of the IIE Book of the Month for June 2012A project can be simple or complex. In each case, proven project management processes must be followed. In all cases of project management implementa……続きを見る
Missing data affect nearly every discipline by complicating the statistical analysis of collected data. But since the 1990s, there have been important developments in the statistical methodology for……続きを見る
Illustrating a simple, novel method for solving an array of statistical problems, Observed Confidence Levels: Theory and Application describes the basic development of observed confidence levels, a ……続きを見る
Using WinBUGS to implement Bayesian inferences of estimation and testing hypotheses, Bayesian Methods for Measures of Agreement presents useful methods for the design and analysis of agreement studi……続きを見る
Although the popularity of the Bayesian approach to statistics has been growing for years, many still think of it as somewhat esoteric, not focused on practical issues, or generally too difficult to……続きを見る
