Estimations And Tests In Change-point Models (Hardcover)
 
作者: Odile Pons 
分類: Probability & statistics  
書城編號: 1522720


售價: $1352.00

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出版社: World Scientific
出版日期: 2018/07/30
尺寸: 210x150x22mm
重量: 419 grams
ISBN: 9789813231764
 
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商品簡介
'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.'zbMATHThis 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.
Odile Pons 作者作品表

Functional Estimation for Density, Regression Models and Processes (Second Edition) (Hardcover)

Analysis and Differential Equations (Second Edition) (Hardcover)

Estimations And Tests In Change-point Models (Hardcover)

Inequalities in Analysis and Probability (Hardcover)

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