'This is a solid mathematical treatment of some topics in the
analysis of change-point models. The book is intended for graduate
students and scientific researchers using statistics in
practice.'zbMATHThis 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.
General
Imprint: |
World Scientific Publishing Co Pte Ltd
|
Country of origin: |
Singapore |
Release date: |
July 2018 |
First published: |
2018 |
Authors: |
Odile Pons
|
Dimensions: |
159 x 235 x 22mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
304 |
ISBN-13: |
978-981-3231-76-4 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
981-3231-76-9 |
Barcode: |
9789813231764 |
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