描述
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.
书籍详情
格式
Kindle
页数
298 页
语言
英语
已发布
12月 29, 2007
出版商
Springer
版本
2 个版本
ISBN-10
0387262695
ISBN-13
9780387262697