Full Product Details
Author: John van der Hoek (University of South Australia) ,
Robert J. Elliott (University of Calgary)
Publisher: Cambridge University Press
Imprint: Cambridge University Press
Volume: 445
Dimensions:
Width: 15.10cm
, Height: 1.10cm
, Length: 22.70cm
Weight: 0.290kg
ISBN: 9781108441988
ISBN 10: 110844198
Pages: 184
Publication Date: 08 February 2018
Audience:
College/higher education
,
Postgraduate, Research & Scholarly
Format: Paperback
Publisher's Status: Active
Availability: Available To Order
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.
Reviews
'... this book is of interest to researchers attracted by hidden Markov and semi-Markov models. It covers probabilistic and statistical treatments of the considered topics, and introduces the reader ... to possible applications, mainly in genomics. Hence, Ph.D. students and specialists in the area of hidden Markov processes are invited to consider this book as a reference in their activities.' Antonio Di Crescenzo, MathSciNet '... this book is of interest to researchers attracted by hidden Markov and semi-Markov models. It covers probabilistic and statistical treatments of the considered topics, and introduces the reader ... to possible applications, mainly in genomics. Hence, Ph.D. students and specialists in the area of hidden Markov processes are invited to consider this book as a reference in their activities.' Antonio Di Crescenzo, MathSciNet
'... this book is of interest to researchers attracted by hidden Markov and semi-Markov models. It covers probabilistic and statistical treatments of the considered topics, and introduces the reader ... to possible applications, mainly in genomics. Hence, Ph.D. students and specialists in the area of hidden Markov processes are invited to consider this book as a reference in their activities.' Antonio Di Crescenzo, MathSciNet '... dedicated mostly to graduate students and providing a rigorous and rather complete mathematical introduction to the theory of hidden Markov models as well as hidden semi-Markov models under main assumption that the hidden process is a finite state Markov chain. The semi-Markov models appear when the assumption that the length of time the chain spends in any state is geometrically distributed is relaxed. The authors carefully construct these processes on the canonical probability space and then derive filters and smoother, as well as the Viterbi estimates. The central role plays the EM Algorithm.' Jerzy Ombach, ZB Math Reviews
Author Information
John van der Hoek is an Associate Professor at the University of South Australia. He has authored papers in partial differential equations, free boundary value problems, numerical analysis, stochastic analysis, actuarial science and mathematical finance. With Robert Elliott he co-authored Binomial Methods in Finance. Robert J. Elliott is a Research Professor at the University of South Australia. Previously he held positions at universities around the world, including Yale, Oxford, Alberta, Calgary and Adelaide. He has authored nine books, including Mathematics of Financial Markets (2004, with P. E. Kopp) and Stochastic Calculus and Application (1982).
