Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments. Long memory in a time series, equivalent……続きを見る
Clear, rigorous, and intuitive, Markov Processes provides a bridge from an undergraduate probability course to a course in stochastic processes and also as a reference for those that want to see det……続きを見る
A new edition of the definitive guide to logistic regression modeling for health science and other applications
This thoroughly expanded Third Edition provides an easily accessible introduction to t……続きを見る
Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davids……続きを見る
Bayesian analysis is today understood to be an extremely powerful method of statistical analysis, as well an approach to statistics that is particularly transparent and intuitive. It is thus being e……続きを見る
This book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book begins with a brief discussion of basic notions and……続きを見る
This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random……続きを見る
The study of M-matrices, their inverses and discrete potential theory is now a well-established part of linear algebra and the theory of Markov chains. The main focus of this monograph is the so-cal……続きを見る
Based on the careful analysis of several hundred publications, this book uniformly describes basic methods of analysis and critical results of the theory of retrial queues.
Chapters discuss:
analys……続きを見る
Praise for the First Edition
". . . [this book] should be on the shelf of everyone interested in . . . longitudinal data analysis."
ーJournal of the American Statistical Association
Features newly d……続きを見る
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a livel……続きを見る
Dieses Lehrbuch ebnet Mathematik-Studierenden einen Weg in die Statistik, bei dem Theorie und Praxis statistischer Methoden gleichermaßen berücksichtigt werden: Anspruchsvolle mathematische Formulie……続きを見る
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability ……続きを見る
"Press and Tanur argue that subjectivity has not only played a significant role in the advancement of science but that science will advance more rapidly if the modern methods of Bayesian statistical……続きを見る
This book provides a coherent framework for understanding shrinkage estimation in statistics. The term refers to modifying a classical estimator by moving it closer to a target which could be known ……続きを見る
The purpose of this book is to make available to beginning graduate students, and to others, some core areas of analysis which serve as prerequisites for new developments in pure and applied areas. ……続きを見る
Occupancy Estimation and Modeling: Inferring Patterns and Dynamics of Species Occurrence, Second Edition, provides a synthesis of model-based approaches for analyzing presence-absence data, allowing……続きを見る
