This book was first published in 2004. Many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quanti

Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian

Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modell

This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on stati

Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics an