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 ch
Limit theorems in change-point analysis
✍ Scribed by Miklós Csörgö, Lajos Horváth
- Publisher
- Wiley
- Year
- 1997
- Tongue
- English
- Leaves
- 415
- Series
- Wiley series in probability and statistics
- Category
- Library
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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 ch
<P>This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures