Estimations and Tests in Change-point Models - Couverture rigide

Pons, Odile

Couverture rigide

ISBN 10 : 9813231769 ISBN 13 : 9789813231764

Editeur : World Scientific Publishing Co Pte Ltd, 2018

Synopsis

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.

A propos du livre

Présentation de l'éditeur

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.

Revue de presse

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. --zbMATH

Détails de l'édition

• Éditeur: World Scientific Publishing Co Pte Ltd
• Date d'édition: 2018
• Langue: anglais
• ISBN 10: 9813231769
• ISBN 13: 9789813231764
• Reliure: Relié
• Nombre de pages: 306
• Coordonnées du fabricant: non disponible
• Personne responsable: GPSR Kontakt; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Allemagne