Parametric Statistical Change Point Analysis
Recently there has been a keen interest in the statistical analysis of change point detec tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Multiple change points problem can also be defined similarly. So the change point(s) problem is two fold: one is to de cide if there is any change (oft…
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Produktdetails
Weitere Autoren: Gupta, A. K.
- ISBN: 978-1-4757-3131-6
- EAN: 9781475731316
- Produktnummer: 37160633
- Verlag: Birkhäuser Boston
- Sprache: Englisch
- Erscheinungsjahr: 2013
- Seitenangabe: 184 S.
- Plattform: PDF
- Auflage: 2000
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