Complex stochastic systems
By: edited by Ole E. Barndorff-Nielsen, David R. Cox, Claudia Klüppelberg
Contributors: Barndorff-Nielsen, O. E.; Cox, D. R.; Klüppelberg, Claudia, 1953-; Séminaire Européen de Statistique on "Complex Stochastic Systems" (4th : 1999 : Eindhoven, Netherlands)
Series: Monographs on statistics and applied probability -- 87
Publisher: Chapman & Hall/CRC
Published: 2001
Place of publication: Boca Raton, FL
Language: eng
Number of pages: 279
Subjects: Stochastic processes -- Congresses; Mathematical statistics -- Congresses
Genres: Congresses
Description: "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."--BOOK JACKET.
Notes: Papers given at the fourth Séminaire Européen de Statistique on "Complex Stochastic Systems", held at Eindhoven, Netherlands, March 15-20, 1999

Includes bibliographical references and index