Complex Stochastic Systems (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

by Ole E. Barndorff-Nielsen

The study of 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 address various statistical aspects of the field, illustrated by some very concrete applications." "Individually, these articles provide authoritative, tutorial-style expositions and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this important and rapidly developing field.

Hardcover

First published August 9, 2000

About the author

Ole Eiler Barndorff-Nielsen
O.E. Barndorff-Nielsen