scientific article; zbMATH DE number 6806223

zbMath1390.62003MaRDI QIDQ4591200

L. D. Broemeling

Publication date: 13 November 2017

Full work available at URL: https://www.taylorfrancis.com/books/9781315303581

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulationMarkov chainsBrownian motionOrnstein-Uhlenbeck processjump processstochastic process with discrete or continuous time and state space

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Inference from spatial processes (62M30) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Jump processes on general state spaces (60J76)

Related Items (2)

Bayesian Analysis of Stochastic Processes in Reliability ⋮ Analysis of Markov jump processes under terminal constraints

Uses Software

• R
• WinBUGS

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