Limit Theorems in Change-Point Analysis Hardback
by Miklos (Carlton University, Ottawa, Canada) Csoergoe, Lajos (University of Utah, Salt Lake City) Horvath
Part of the Wiley Series in Probability and Statistics series
Hardback
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Description
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 * Non-Parametric Methods * Linear Models * Dependent Observations This book is undoubtedly of interest to all probabilists andstatisticians, experimental and health scientists, engineers, andessential for those working on quality control and surveillanceproblems. Foreword by David Kendall
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:440 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:30/10/1997
- Category:
- ISBN:9780471955221
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:440 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:30/10/1997
- Category:
- ISBN:9780471955221