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