Limit Theorems in Change-Point Analysis

Name: Limit Theorems in Change-Point Analysis
SKU: 3091335
Price: 639.99 AUD
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Hardback

Series:

Wiley Series in Probability and Statistics

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Description

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

Author Biography:

Miklós Csörgö is the author of Limit Theorems in Change-Point Analysis, published by Wiley. Lajos Horváth is the author of Limit Theorems in Change-Point Analysis, published by Wiley.

Release date Australia

October 30th, 1997

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational
Undergraduate

Pages

440

Series

Wiley Series in Probability and Statistics

Dimensions

163x245x30

ISBN-13

9780471955221

Product ID

3091335

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