Limit Theorems in Change-Point Analysis

Limit Theorems in Change-Point Analysis

Csorgo, Miklos; Horvath, Lajos

John Wiley and Sons Ltd

10/1997

438

Dura

Inglês

9780471955221

15 a 20 dias

Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations.
The Likelihood Approach. Nonparametric Methods. Linear Models. Dependent Observations. Appendix. References. Indexes.
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