Beschreibung
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.
Buchdetails
Format
Kindle
Seiten
298 Seiten
Sprache
Englisch
Veröffentlicht
Dez 29, 2007
Verlag
Springer
Ausgaben
2 Ausgaben
ISBN-10
0387262695
ISBN-13
9780387262697