1st Edition

Complex Stochastic Systems

Edited By O.E. Barndorff-Nielsen, Claudia Kluppelberg Copyright 2000
304 Pages
by Chapman & Hall

306 Pages
by Chapman & Hall

Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers... Read more
A Primer on Markov Chain Monte Carlo. Causal Inference from Graphical Models. State Space and Hidden Markov Models. Monte Carlo Methods on Genetic Structures. Renormalization of Interacting Diffusions. Stein's Method for Epidemic Processes.

Biography

Ole E. Barndorff-Nielsen, David R. Cox, Claudia Klüppelberg