| Estimations and Tests in Change-Point Models Contributor(s): Pons, Odile (Author) |
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ISBN: 9813231769 ISBN-13: 9789813231764 Publisher: World Scientific Publishing Company OUR PRICE: $112.10 Product Type: Hardcover Published: July 2018 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Stochastic Processes - Mathematics | Probability & Statistics - Time Series |
| Dewey: 519.23 |
| LCCN: 2017060417 |
| Physical Information: 0.75" H x 6" W x 9" (1.27 lbs) 304 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |