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Limit Theorems in Change-point Analysis : Wiley Series in Probability and Statistics - Miklós Csörgö

Limit Theorems in Change-point Analysis

Wiley Series in Probability and Statistics

Hardcover

Published: 29th December 1997
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Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide a thorough survey of parametric and non-parametric methods, regression and time series models together with sequential methods. All but the most basic models are carefully developed with detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of:<br> <br> <br> * The Likelihood Approach<br> * Non-Parametric Methods<br> * Linear Models<br> * Dependent Observations<br> <br> This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. <br> <br> Foreword by David Kendall

"This book is suitable for Ph.D. students who wish to establish a solid grounding in the field, and researchers who need a reliable reference to precisely formulated results and their proofs. The book contains a very extensive list of references reading into the late 1990's." (Mathematical Reviews, 2011)

The Likelihood Approach.

Nonparametric Methods.

Linear Models.

Dependent Observations.

Appendix.

References.

Indexes.

ISBN: 9780471955221
ISBN-10: 0471955221
Series: Wiley Series in Probability and Statistics
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 438
Published: 29th December 1997
Country of Publication: GB
Dimensions (cm): 23.7 x 15.8  x 3.0
Edition Number: 1