الوصف
The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected. More specifically, due to the convenient form and statistical properties, the author concentrates on the CUSUM procedure. The goal is to provide some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters.
تفاصيل الكتاب
تنسيق
كيندل
صفحات
298 صفحات
لغة
الإنجليزية
منشور
ديسمبر 29, 2007
الناشر
Springer
الطبعات
2 طبعات
رقم ISBN-10
0387262695
رقم ISBN-13
9780387262697