Description
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.
Détails du livre
Format
Kindle
Pages
298 pages
Langue
Anglais
Publié
déc. 29, 2007
Éditeur
Springer
Éditions
2 éditions
ISBN-10
0387262695
ISBN-13
9780387262697