Beschrijving
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.
Boekdetails
Formaat
Kindle
Pagina's
298 pagina's
Taal
Engels
Gepubliceerd
dec. 29, 2007
Uitgever
Springer
Edities
2 edities
ISBN-10
0387262695
ISBN-13
9780387262697