Descrizione
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.
Dettagli del libro
Formato
Kindle
Pagine
298 pagine
Lingua
Inglese
Pubblicato
dic 29, 2007
Editore
Springer
Edizioni
2 edizioni
ISBN-10
0387262695
ISBN-13
9780387262697