
Limit Theorems in Change-Point Analysis
Wiley (Publisher)
1st Edition
Published on 30. October 1997
Book
Hardback
440 pages
978-0-471-95522-1 (ISBN)
Description
Change-point problems arise in a variety of experimental andmathematical sciences, as well as in engineering and healthsciences. This rigorously researched text provides a comprehensivereview of recent probabilistic methods for detecting various typesof possible changes in the distribution of chronologically orderedobservations. Further developing the already well-establishedtheory of weighted approximations and weak convergence, the authorsprovide 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 detailedproofs, and illustrated by using a number of data sets. Contains athorough survey of:
* The Likelihood Approach
* Non-Parametric Methods
* Linear Models
* Dependent Observations
This book is undoubtedly of interest to all probabilists andstatisticians, experimental and health scientists, engineers, andessential for those working on quality control and surveillanceproblems.
Foreword by David Kendall
* The Likelihood Approach
* Non-Parametric Methods
* Linear Models
* Dependent Observations
This book is undoubtedly of interest to all probabilists andstatisticians, experimental and health scientists, engineers, andessential for those working on quality control and surveillanceproblems.
Foreword by David Kendall
Reviews / Votes
"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)More details
Series
Language
English
Place of publication
New York
United States
Target group
College/higher education
Professional and scholarly
Product notice
sewn/stitched
Cloth over boards
Dimensions
Height: 235 mm
Width: 157 mm
Thickness: 30 mm
Weight
863 gr
ISBN-13
978-0-471-95522-1 (9780471955221)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Miklos Csoergoe is the author of Limit Theorems in Change-Point Analysis, published by Wiley.
Lajos Horvath is the author of Limit Theorems in Change-Point Analysis, published by Wiley.
Lajos Horvath is the author of Limit Theorems in Change-Point Analysis, published by Wiley.
Author
Carlton University, Ottawa, Canada
University of Utah, Salt Lake City
Content
The Likelihood Approach.
Nonparametric Methods.
Linear Models.
Dependent Observations.
Appendix.
References.
Indexes.
Nonparametric Methods.
Linear Models.
Dependent Observations.
Appendix.
References.
Indexes.