Change-Point Analysis in Nonstationary Stochastic Models - Couverture souple

Brodsky, Boris

 
9781032402208: Change-Point Analysis in Nonstationary Stochastic Models
Couverture souple
ISBN 10 : 1032402202 ISBN 13 : 9781032402208
Editeur : Chapman and Hall/CRC, 2022

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Boris Brodsky

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Chapman and Hall/CRC
Date d'édition
2022
Langue
anglais
ISBN 10 
1032402202
ISBN 13 
9781032402208
Reliure
Broché
Nombre de pages
345
Coordonnées du fabricant
Easy Access System Europe Oü, 16879218
gpsr.requests@easproject.com

Mustamäe tee 50, 10621, Tallinn, Estonia
Tallinn
10621
Estonie

Autres éditions populaires du même titre

9781498755962: Change-point Analysis in Nonstationary Stochastic Models

Edition présentée

ISBN 10 :  1498755968 ISBN 13 :  9781498755962
Editeur : Chapman & Hall/CRC, 2017
Couverture rigide