portada Change-Point Analysis in Nonstationary Stochastic Models (en Inglés)

Change-Point Analysis in Nonstationary Stochastic Models (en Inglés)

Formato

Libro Físico

Autor

Boris Brodsky

Editorial

CRC Press

Idioma

Inglés

N° páginas

368

Encuadernación

Tapa Dura

ISBN13

9781498755962

N° edición

Categorías

Inferencia bayesiana

Change-Point Analysis in Nonstationary Stochastic Models (en Inglés)

Boris Brodsky (Autor) · CRC Press · Tapa Dura

Libro Nuevo Importado

Envío: 25 a 32 días háb.

$ 503.07$ 276.69

-45%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan más de 100 unidades

$ 276.69

Llega entre el 28 Sep y el 12 Oct a Quito, Pichincha. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "Change-Point Analysis in Nonstationary Stochastic Models (en Inglés)"

This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally.Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.