Limit Theorems in Change-Point Analysis

Name: Limit Theorems in Change-Point Analysis
Brand: John Wiley & Sons Inc
SKU: 9780471955221
Price: 100587 HUF
Availability: InStock

Szerző: Miklos Csorgo, Lajos Horvath

Nyelv:

Kötés: Kemény kötésű

Kiadó: John Wiley & Sons Inc

Elérhetőség: Beszállítói készleten

Küldés 10-18 napon belül

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

Információk a könyvről

Szerző

Miklos Csorgo, Lajos Horvath

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

1997

oldal

438

EAN

9780471955221

ISBN

0471955221

Enbook ID

04894828

Kiadó

John Wiley & Sons Inc

Súly

1042

Méretek

163 x 234 x 33

Teljes leírás

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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Limit Theorems in Change-Point Analysis

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