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1、StatisticalAnalysisofStochasticProcessesinTimeManyobservedphenomena,fromthechanginghealthofapatienttovaluesonthestockmarket,arecharacterisedbyquantitiesthatvaryovertime:stochasticprocessesaredesignedtostudythem.Muchtheoreticalworkhasbeendonebutvirtuallynomodernbooksareavailabletoshowhow
2、theresultscanbeapplied.Thisbookfillsthatgapbyintroducingpracticalmethodsofapplyingstochasticprocessestoanaudienceknowledgeableonlyinthebasicsofstatistics.Itcoversalmostallaspectsofthesubjectandpresentsthetheoryinaneasilyaccessibleformthatishighlightedbyapplicationtomanyexamples.Theseexam
3、plesarisefromdozensofareas,fromsociologythroughmedicinetoengineering.Complementingtheseareexercisesetsmakingthebooksuitedforintroductorycoursesinstochasticprocesses.SoftwareisprovidedwithinthefreelyavailableRsystemforthereadertobeabletoapplyallthemodelspresented.J.K.LINDSEYisProfessorof
4、QuantitativeMethodology,UniversityofLi`ege.Heistheauthorof14booksandmorethan120scientificpapers.CAMBRIDGESERIESINSTATISTICALANDPROBABILISTICMATHEMATICSEditorialBoardR.Gill(DepartmentofMathematics,UtrechtUniversity)B.D.Ripley(DepartmentofStatistics,UniversityofOxford)S.Ross(DepartmentofIn
5、dustrialEngineering,UniversityofCalifornia,Berkeley)B.W.Silverman(StPeter’sCollege,Oxford)M.Stein(DepartmentofStatistics,UniversityofChicago)Thisseriesofhigh-qualityupper-divisiontextbooksandexpositorymonographscov-ersallaspectsofstochasticapplicablemathematics.Thetopicsrangefrompureand
6、appliedstatisticstoprobabilitytheory,operationsresearch,optimization,andmathe-maticalprogramming.Thebookscontainclearpresentationsofnewdevelopmentsinthefieldandalsoofthestateoftheartinclassicalmethods.Whileemphasizingrigoroustreatmentoftheoreticalmethods,thebooksalsocontainapplicationsan
7、ddiscussionsofnewtechniquesmadepossiblebyadvancesincomputationalpractice.Alreadypublished1.BootstrapMethodsandTheirApplication,byA.C.DavisonandD.V.Hinkley2.MarkovChains,byJ.Norris3.AsymptoticStatistics,byA.W.vanderVaart4.WaveletMethodsforTimeSeriesAnalysis,byDonaldB.Percivaland
