Statistical Analysis of Stochastic Processes in Time

Cambridge Series in Statistical and Probabilistic Mathematics #14

by J.K. Lindsey

This introduction to ways of modelling a wide variety of phenomena that occur over time is accessible to anyone with a basic knowledge of statistical ideas. J.K. Lindsey concentrates on tractable models involving simple processes for which explicit probability models, hence likelihood functions, can be specified. (These models are the most useful in statistical applications modelling empirical data.) Examples are drawn from physical, biological and social sciences, to show how the book's underlying ideas can be applied, and data sets and R code are supplied for them. Author resource

338 pages, Hardcover

First published August 2, 2004

Reviews

[Andrewcharles420 · Rating 3 out of 5]

Good introduction to many statistical tools for analyzing various random processes in time. I could have used more frequent explicit numerical calculations and/or answers to exercises. I would also liked to have better understood the meanings of the best fit parameters in the various models described in the examples, but part of that lack of understanding is my lack of familiarity and application of several of the candidate distributions.