Change-point Analysis in Nonstationary Stochastic Models - Couverture rigide

Brodsky, Boris

 
9781498755962: Change-point Analysis in Nonstationary Stochastic Models
Couverture rigide
ISBN 10 : 1498755968 ISBN 13 : 9781498755962
Editeur : Chapman & Hall/CRC, 2017

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 & Hall/CRC
Date d'édition
2017
Langue
anglais
ISBN 10 
1498755968
ISBN 13 
9781498755962
Reliure
Relié
Nombre de pages
400
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9781032402208: Change-Point Analysis in Nonstationary Stochastic Models

Edition présentée

ISBN 10 :  1032402202 ISBN 13 :  9781032402208
Editeur : Chapman and Hall/CRC, 2022
Couverture souple