Limit Theorems in Change-Point Analysis

Name: Limit Theorems in Change-Point Analysis
Brand: John Wiley & Sons Inc
SKU: 9780471955221
Price: 1377.83 RON
Availability: InStock

Autor: Miklos Csorgo, Lajos Horvath

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Editura: John Wiley & Sons Inc

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Change-point problems arise in a variety of experimental and mathematical sciences, as well as in en...

Informații despre carte

Autor

Miklos Csorgo, Lajos Horvath

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

1997

Pagini

438

EAN

9780471955221

ISBN

0471955221

Enbook ID

04894828

Editura

John Wiley & Sons Inc

Greutate

1042

Dimensiuni

163 x 234 x 33

Descriere completă

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. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide 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 detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of: The Likelihood Approach Non-Parametric Methods Linear Models Dependent Observations This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall

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