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Contents-Preface Stochastic Processes From Applications to Theory CHAPMAN & HA LL/CRC Texts in Statis tical Science Series Series Editors Francesca Dominici, Harvard School of Public Health, USA Julian J. Faraway, University of Bath, U K Martin Tanner, Northwestern University, USA Jim Zidek, University of Br itish Columbia, Canada Statistical !eory: A Concise Introduction Statistics for Technology: A Course in Applied F. Abramovich and Y. Ritov Statistics, !ird Edition Practical Multivariate Analysis, Fifth Edition C. Chat!eld A. A!!, S. May, and V.A. Clark Analysis of Variance, Design, and Regression : Practical Statistics for Medical Research Linear Modeling for Unbalanced Data, D.G. Altman Second Edition R. Christensen Interpreting Data: A First Course in Statistics Bayesian Ideas and Data Analysis: An A.J.B. Anderson Introduction for Scientists and Statisticians Introduction to Probability with R R. Christensen, W. Johnson, A. Branscum, K. Baclawski and T.E. Hanson Linear Algebra and Matrix Analysis for Modelling Binary Data, Second Edition Statistics D. Collett S. Banerjee and A. Roy Modelling Survival Data in Medical Research, Mathematical Statistics: Basic Ideas and !ird Edition Selected Topics, Volume I, D. Collett Second Edition Introduction to Statistical Methods for P. J. Bickel and K. A. Doksum Clinical Trials Mathematical Statistics: Basic Ideas and T.D. Cook and D.L. DeMets Selected Topics, Volume II Applied Statistics: Principles and Examples P. J. Bickel and K. A. Doksum D.R. Cox and E.J. Snell Analysis of Categorical Data with R Multivariate Survival Analysis and Competing C. R. Bilder and T. M. Loughin Risks Statistical Methods for SPC and TQM M. Crowder D. Bissell Statistical Analysis of Reliability Data Introduction to Probability M.J. Crowder, A.C. Kimber, J. K. Blitzstein and J. Hwang T.J. Sweeting, and R.L. Smith Bayesian Methods for Data Analysis, An Introduction to Generalized !ird Edition Linear Models, !ird Edition B.P. Carlin and T.A. Louis A.J. Dobson and A.G. Barnett Second Edition Nonlinear Time Series: !eory, Methods, and R. Caulcutt Applications with R Examples R. Douc, E. Moulines, and D.S. Sto"er !e Analysis of Time Series: An Introduction, Sixth Edition Introduction to Optimization Methods and C. Chat!eld !eir Applications in Statistics B.S. Everitt Introduction to Multivariate Analysis C. Chat!eld and A.J. Collins Extending the Linear Model with R: Generalized Linear, Mixed E"ects and Problem Solving: A Statistician’s Guide, Nonparametric Regression Models, Second Second Edition Edition C. Chat!eld J.J. Faraway Linear Models with R, Second Edition Nonparametric Methods in Statistics with SAS J.J. Faraway Applications A Course in Large Sample !eory O. Korosteleva T.S. Ferguson Modeling and Analysis of Stochastic Systems, Multivariate Statistics: A Practical Second Edition Approach V.G. Kulkarni B. Flury and H. Riedwyl Exercises and Solutions in Biostatistical !eory Readings in Decision Analysis L.L. Kupper, B.H. Neelon, and S.M. O’Brien S. French Exercises and Solutions in Statistical !eory Discrete Data Analysis with R: Visualization L.L. Kupper, B.H. Neelon, and S.M. O’Brien and Modeling Techniques for Categorical and Design and Analysis of Experiments with R Count Data J. Lawson M. Friendly and D. Meyer Design and Analysis of Experiments with SAS Markov Chain Monte Carlo: J. Lawson Stochastic Simulation for Bayesian Inference, A Course in Categorical Data Analysis Second Edition T. Leonard D. Gamerman and H.F. Lopes Statistics for Accountants Bayesian Data Analysis, !ird Edition S. Letchford A. Gelman, J.B. Carlin, H.S. Stern, D.B. Dunson, A. Vehtari, and D.B. Rubin Introduction to the !eory of Statistical Inference Multivariate Analysis of Variance and H. Liero and S. Zwanzig Repeated Measures: A Practical Approach for Behavioural Scientists Statistical !eory, Fourth Edition D.J. Hand and C.C. Taylor B.W. Lindgren Practical Longitudinal Data Analysis Stationary Stochastic Processes: !eory and D.J. Hand and M. Crowder Applications G. Lindgren Logistic Regression Models J.M. Hilbe Statistics for Finance E. Lindström, H. Madsen, and J. N. Nielsen Richly Parameterized Linear Models: Additive, Time Series, and Spatial Models !e BUGS Book: A Practical Introduction to Using Random E"ects Bayesian Analysis J.S. Hodges D. Lunn, C. Jackson, N. Best, A. #omas, and D. Spiegelhalter Statistics for Epidemiology N.P. Jewell Introduction to General and Generalized Linear Models Stochastic Processes: An Introduction, H. Madsen and P. #yregod Second Edition P.W. Jones and P. Smith Time Series Analysis H. Madsen !e !eory of Linear Models B. Jørgensen Pólya Urn Models H. Mahmoud Pragmatics of Uncertainty J.B. Kadane Randomization, Bootstrap and Monte Carlo Methods in Biology, !ird Edition Principles of Uncertainty B.F.J. Manly J.B. Kadane Introduction to Randomized Controlled Graphics for Statistics and Data Analysis with R Clinical Trials, Second Edition K.J. Keen J.N.S. Matthews Mathematical Statistics Statistical Rethinking: A Bayesian Course with K. Knight Examples in R and Stan Introduction to Multivariate Analysis: R. McElreath Linear and Nonlinear Modeling S. Konishi Statistical Methods in Agriculture and Bayesian Networks: With Examples in R Experimental Biology, Second Edition M. Scutari and J.-B. Denis R. Mead, R.N. Curnow, and A.M. Hasted Large Sample Methods in Statistics Statistics in Engineering: A Practical Approach P.K. Sen and J. da Motta Singer A.V. Metcalfe Spatio-Temporal Methods in Environmental Statistical Inference: An Integrated Approach, Epidemiology Second Edition G. Shaddick and J.V. Zidek H. S. Migon, D. Gamerman, and Decision Analysis: A Bayesian Approach F. Louzada J.Q. Smith Beyond ANOVA: Basics of Applied Statistics Analysis of Failure and Survival Data R.G. Miller, Jr. P. J. Smith A Primer on Linear Models Applied Statistics: Handbook of GENSTAT J.F. Monahan Analyses Stochastic Processes: From Applications to E.J. Snell and H. Simpson !eory Applied Nonparametric Statistical Methods, P.D Moral and S. Penev Fourth Edition Applied Stochastic Modelling, Second Edition P. Sprent and N.C. Smeeton B.J.T. Morgan Data Driven Statistical Methods Elements of Simulation P. Sprent B.J.T. Morgan Generalized Linear Mixed Models: Probability: Methods and Measurement Modern Concepts, Methods and Applications A. O’Hagan W. W. Stroup Introduction to Statistical Limit !eory Survival Analysis Using S: Analysis of A.M. Polansky Time-to-Event Data Applied Bayesian Forecasting and Time Series M. Tableman and J.S. Kim Analysis Applied Categorical and Count Data Analysis A. Pole, M. West, and J. Harrison W. Tang, H. He, and X.M. Tu Statistics in Research and Development, Elementary Applications of Probability !eory, Time Series: Modeling, Computation, and Second Edition Inference H.C. Tuckwell R. Prado and M. West Introduction to Statistical Inference and Its Essentials of Probability !eory for Applications with R Statisticians M.W. Trosset M.A. Proschan and P.A. Shaw Understanding Advanced Statistical Methods Introduction to Statistical Process Control P.H. Westfall and K.S.S. Henning P. Qiu Statistical Process Control: !eory and Sampling Methodologies with Applications Practice, !ird Edition P.S.R.S. Rao G.B. Wetherill and D.W. Brown A First Course in Linear Model !eory Generalized Additive Models: N. Ravishanker and D.K. Dey An Introduction with R Essential Statistics, Fourth Edition S. Wood D.A.G. Rees Epidemiology: Study Design and Stochastic Modeling and Mathematical Data Analysis, !ird Edition Statistics: A Text for Statisticians and M. Woodward Quantitative Scientists Practical Data Analysis for Designed F.J. Samaniego Experiments Statistical Methods for Spatial Data Analysis B.S. Yandell O. Schabenberger and C.A. Gotway Texts in Statistical Science Stochastic Processes From Applications to Theory Pierre Del Moral University of New South Wales Sydney, Australia and INRIA Sud Ouest Research Center Bordeaux, France Spiridon Penev University of New South Wales Sydney, Australia With illustrations by Timothée Del Moral CRC Press Taylor & Francis Group 6000 Broken Sound Parkway NW, Suite 300 Boca Raton, FL 33487-2742 © 2014 by Taylor & Francis Group, LLC CRC Press is an imprint of Taylor & Francis Group, an Informa business No claim to original U.S. Government works Printed on acid-free paper Version Date: 20161005 International Standard Book Number-13: 978-1-4987-0183-9 (Hardback) !is book contains information obtained from authentic and highly regarded sources. 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