Stock image for illustration purposes only - book cover, edition or condition may vary.
Limit Theorems in Change-Point Analysis
Miklós Csörgö
€ 290.60
FREE Delivery in Ireland
Description for Limit Theorems in Change-Point Analysis
Hardcover. 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. Series: Wiley Series in Probability and Statistics. Num Pages: 438 pages, Illustrations. BIC Classification: PBB; PBT; PDE; TBJ. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 239 x 161 x 29. Weight in Grams: 806.
Change-point problems arise in a variety of experimental andmathematical sciences, as well as in engineering and healthsciences. This rigorously researched text provides a comprehensivereview of recent probabilistic methods for detecting various typesof possible changes in the distribution of chronologically orderedobservations. Further developing the already well-establishedtheory of weighted approximations and weak convergence, the authorsprovide 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 detailedproofs, and illustrated by using a number of data sets. Contains athorough survey of:
* The Likelihood Approach
... Read more
Change-point problems arise in a variety of experimental andmathematical sciences, as well as in engineering and healthsciences. This rigorously researched text provides a comprehensivereview of recent probabilistic methods for detecting various typesof possible changes in the distribution of chronologically orderedobservations. Further developing the already well-establishedtheory of weighted approximations and weak convergence, the authorsprovide 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 detailedproofs, and illustrated by using a number of data sets. Contains athorough survey of:
* The Likelihood Approach
... Read more
Product Details
Format
Hardback
Publication date
1997
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
438
Condition
New
Series
Wiley Series in Probability and Statistics
Number of Pages
440
Place of Publication
New York, United States
ISBN
9780471955221
SKU
V9780471955221
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Miklós Csörgö
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.
Reviews for Limit Theorems in Change-Point Analysis
"This book is suitable for Ph.D. students who wish to establish a solid grounding in the field, and researchers who need a reliable reference to precisely formulated results and their proofs. The book contains a very extensive list of references reading into the late 1990's." (Mathematical Reviews, 2011)