ESTIMATIONS AND TESTS IN CHANGE-POINT MODELS - Hardcover

Pons Odile

 
9789813231764: ESTIMATIONS AND TESTS IN CHANGE-POINT MODELS
Hardcover
ISBN 10: 9813231769 ISBN 13: 9789813231764
Verlag: World Scientific, 2018

Inhaltsangabe

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.

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Verlag
World Scientific
Erscheinungsdatum
2018
Sprache
Englisch
ISBN 10 
9813231769
ISBN 13 
9789813231764
Einband
Gebundene Ausgabe
Anzahl der Seiten
306
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

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Deutschland