Opis
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.
Szczegóły książki
Format
Kindle
Strony
298 stron
Język
Angielski
Opublikowany
gru 29, 2007
Wydawca
Springer
Wydania
Wydania: 2
ISBN-10
0387262695
ISBN-13
9780387262697