Beskrivning
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.
Bokdetaljer
Format
Kindle
Sidor
298 sidor
Språk
Engelska
Publicerad
dec 29, 2007
Förlag
Springer
Upplagor
2 utgåvor
ISBN-10
0387262695
ISBN-13
9780387262697