Name: Estimations and Tests in Change-Point Models (Statistics) (en Inglés)
SKU: 51254628
Price: 159.58 USD
Availability: InStock
Author: Odile (French National Inst For Agronomical Research, France) Pons
ISBN: 9789813231764

portada Estimations and Tests in Change-Point Models (Statistics) (en Inglés)

Estimations and Tests in Change-Point Models (Statistics) (en Inglés)

Formato

Libro Físico

Editorial

World Scientific Publishing Co Pte Ltd

Autor

Odile (French National Inst For Agronomical Research, France) Pons

Año

2018

Idioma

Inglés

N° páginas

300

Encuadernación

Tapa Dura

ISBN13

9789813231764

Categorías

Estocástica

Estimations and Tests in Change-Point Models (Statistics) (en Inglés)

Odile (French National Inst For Agronomical Research, France) Pons (Autor) · World Scientific Publishing Co Pte Ltd · Tapa Dura

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Reseña del libro "Estimations and Tests in Change-Point Models (Statistics) (en Inglés)"

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 void 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. Readership: Graduate students and researchers in statistics, governmental laboratories and academia.