ENGLISH

Hidden Markov and Other Models for Discrete-valued Time Series (Monographs on Statistics and Applied Probability 70)

By Walter Zucchini , Iain L. MacDonald

Book information

Publisher
Chapman and Hall/CRC
Year
1997
ISBN
0412558505, 9780412558504
LCC
QA274.7 .M32 1997
Open Library ID
OL748602M
Language
english
Format
PDF
Filesize
34 MB (36050578 bytes)
Series
Monographs on Statistics and Applied Probability volume 70
Edition
1
Pages
256\256
Orientation
no
Scanned
yes
Time added
2012-02-14 18:00:00

Description

Discrete-valued time series are common in practice, but methods for their analysis are not well-known. In recent years, methods have been developed which are specifically designed for the analysis of discrete-valued time series. Hidden Markov and Other Models for Discrete-Valued Time Series introduces a new, versatile, and computationally tractable class of models, the "hidden Markov" models. It presents a detailed account of these models, then applies them to data from a wide range of diverse subject areas, including medicine, climatology, and geophysics. This book will be invaluable to researchers and postgraduate and senior undergraduate students in statistics. Researchers and applied statisticians who analyze time series data in medicine, animal behavior, hydrology, and sociology will also find this information useful.

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