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Complex stochastic systems

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Claudia KlüppelbergDavid R. CoxOle E. Barndorff-NielsenClaudia Kluppelberg4 editions

"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.

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4 credited authorsSearch language english

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  • Claudia Klüppelberg

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  • David R. Cox

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    Open Author
  • Ole E. Barndorff-Nielsen

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    Open Author
  • Claudia Kluppelberg

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    Open Author

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