Book review of: L. D. Broemeling, Bayesian inference for stochastic processes

DOI10.1007/s00362-018-0991-3zbMath1392.00037MaRDI QIDQ725698

Miroslav M. Ristić

Publication date: 2 August 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-018-0991-3

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62M30: Inference from spatial processes

62-04: Software, source code, etc. for problems pertaining to statistics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F15: Bayesian inference

62M05: Markov processes: estimation; hidden Markov models

60J65: Brownian motion

62-02: Research exposition (monographs, survey articles) pertaining to statistics

62M99: Inference from stochastic processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

00A17: External book reviews