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Odile Pons 
ESTIMATIONS AND TESTS IN CHANGE-POINT MODELS [EPUB ebook] 

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Couverture du Odile Pons: ESTIMATIONS AND TESTS IN CHANGE-POINT MODELS (ePUB)

‘This is a solid mathematical treatment of some topics in the analysis of change-point models. The book is intended for graduate students and scientific researchers using statistics in practice.’
zb MATH
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 gap 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.

€89.99
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Langue Anglais ● Format EPUB ● Pages 304 ● ISBN 9789813231788 ● Taille du fichier 50.2 MB ● Maison d’édition World Scientific Publishing Company ● Lieu Singapore ● Pays SG ● Publié 2018 ● Téléchargeable 24 mois ● Devise EUR ● ID 6370015 ● Protection contre la copie Adobe DRM
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