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Limit Theorems in Change-Point Analysis

Name: Limit Theorems in Change-Point Analysis
Brand: John Wiley & Sons Inc
SKU: 04894828
Price: 103824 HUF
Availability: InStock
Author: Miklos Csorgo
ISBN: 9780471955221

Miklos Csorgo

Lajos Horvath

Language

English

Book Hardback

Libristo code: 04894828

Publishers John Wiley & Sons Inc, October 1997

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

Libristo code: 04894828

690 b

103 824 Ft

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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 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