ENGLISH

Estimations and tests in change-point models

By Pons , Odile

Book information

Publisher
World Scientific Publishing Co. Pte Ltd.
Year
2018
ISBN
9789813231771, 9813231777, 9789813231788, 9813231785
Language
english
Format
PDF
Filesize
2 MB (2246214 bytes)
Pages
305\305
Time added
2019-12-18 00:32:13
Change-point problems;Mathematical statistics;Math

Description

"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 the asymptotic properties of the estimators and test statistics in singular models are not sufficiently developed. It is suitable for graduate students and scientific researchers working in the industry, governmental laboratories and academia."--Publisher's website.  Read more...

Similar books