by OddAalen (Author), OrnulfBorgan (Author), HakonGjessing (Author)
This text bridges the gap between standard models, and those where the dynamic structure of the data manifests itself fully. The common thread is stochastic processes. The authors show how martingales and stochastic integrals fit with censored data.
Format: Hardcover
Pages: 540
Publisher: Springer
Published: 29 Aug 2008
ISBN 10: 0387202870
ISBN 13: 9780387202877