Descripción
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.
Detalles del libro
Formato
Kindle
Páginas
298 páginas
Idioma
Inglés
Publicado
Dec 29, 2007
Editorial
Springer
Ediciones
2 editions
ISBN-10
0387262695
ISBN-13
9780387262697