説明
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.
本の詳細
形式
キンドル
ページ数
298ページ
言語
英語
公開されました
12月 29, 2007
出版社
Springer
版
2 版
ISBN-10
0387262695
ISBN-13
9780387262697