Limit Theorems in Change-Point Analysis 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Csorgo, Miklos/ Horvath, Lajos 作者

John Wiley & Sons Inc

译者

1997-12 出版日期

438 页数

3820.55元价格

HRD

丛书系列

9780471955221 图书编码

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Limit Theorems in Change-Point Analysis 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide 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 detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of: The Likelihood Approach Non-Parametric Methods Linear Models Dependent Observations This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall

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