설명
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.
책 세부 정보
형식
킨들
페이지
298 페이지
언어
영어
출판됨
12월 29, 2007
출판사
Springer
판본
판본 2개
ISBN-10
0387262695
ISBN-13
9780387262697