Limit Theorems in Change-Point Analysis Contributor(s): Csörgö, Miklós (Author), Horváth, Lajos (Author) |
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ISBN: 0471955221 ISBN-13: 9780471955221 Publisher: Wiley OUR PRICE: $289.70 Product Type: Hardcover Published: December 1997 Annotation: 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:
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Additional Information |
BISAC Categories: - Mathematics | Probability & Statistics - General |
Dewey: 519.2 |
LCCN: 98110380 |
Series: Wiley Probability and Statistics |
Physical Information: 1.15" H x 6.2" W x 9.3" (1.59 lbs) 440 pages |
Descriptions, Reviews, Etc. |
Publisher Description: Ein allgemeiner Ãberblick und eine streng mathematische Behandlung dieser statistischen Methode - alle Ergebnisse werden bewiesen, ausgehend von aktuellen Verfahren der Wahrscheinlichkeitsrechnung. FÃ1/4r fortgeschrittene Studenten und Fachleute aus Statistik, Wahrscheinlichkeitstheorie und Ingenieurwissenschaften sowie fÃ1/4r Forscher auf dem Gebiet der Qualitätskontrolle. |