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Limit Theorems in Change-Point Analysis

- Csorgo, M: Limit Theorems in Change-point Analysis

Bog
  • Format
  • Bog, hardback
  • Engelsk

Beskrivelse

Change-point problems arise in a variety of experimental andmathematical sciences, as well as in engineering and healthsciences. This rigorously researched text provides a comprehensivereview of recent probabilistic methods for detecting various typesof possible changes in the distribution of chronologically orderedobservations. Further developing the already well-establishedtheory of weighted approximations and weak convergence, the authorsprovide a thorough survey of parametric and non-parametric methods,regression and time series models together with sequential methods.All but the most basic models are carefully developed with detailedproofs, and illustrated by using a number of data sets. Contains athorough survey of: * The Likelihood Approach * Non-Parametric Methods * Linear Models * Dependent Observations This book is undoubtedly of interest to all probabilists andstatisticians, experimental and health scientists, engineers, andessential for those working on quality control and surveillanceproblems. Foreword by David Kendall

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Detaljer
  • SprogEngelsk
  • Sidetal438
  • Udgivelsesdato23-10-2013
  • ISBN139780471955221
  • Forlag John Wiley & Sons Inc
  • MålgruppeAcademic/professional/technical: Undergraduate. Academic/professional/technical: Postgraduate. Acade
  • FormatHardback
Størrelse og vægt
  • Vægt794 g
  • Dybde3 cm
  • coffee cup img
    10 cm
    book img
    16,3 cm
    24,5 cm

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