Описание
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.
Детали книги
Формат
Kindle
Страницы
298 страниц
Язык
Английский
Опубликовано
дек 29, 2007
Издатель
Springer
Издания
Изданий: 2
ISBN-10
0387262695
ISBN-13
9780387262697