Estimations and tests in change-point models

✍ Scribed by Pons, Odile

Publisher: World Scientific Publishing Co. Pte Ltd.
Year: 2018
Tongue: English
Leaves: 305
Category: Library

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✦ Synopsis

"This book provides a detailed exposition of the specific properties of methods of estimation and test in a wide range of models with changes. They include parametric and nonparametric models for samples, series, point processes and diffusion processes, with changes at the threshold of variables or at a time or an index of sampling. The book contains many new results and fills a gap in statistics literature, where Read more...

✦ Subjects

Change-point problems;Mathematical statistics;Mathematical analysis;Electronic books

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