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Parametric Statistical Change Point Analysis (Oberwolfach Seminars)

Jie Chen, A.K. Gupta




[PDF.ra23] Parametric Statistical Change Point Analysis (Oberwolfach Seminars)

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 | #4516226 in Books |  2000-06-15 | Original language:English | PDF # 1 |  9.21 x.50 x6.14l,.94 | File type: PDF | 192 pages

|| |"The book summarizes recent developments in parametric change-point analysis. The emphases are on the discussion of a variety of models and formation of test statistics based on three basic methods, namely, the generalized likelihood ratio test (GLRT), Bayesia

This work is an in-depth study of the change point problem from a general point of view and a further examination of change point analysis of the most commonly used statistical models.  Change point problems are encountered in such disciplines as economics, finance, medicine, psychology, signal processing, and geology, to mention only several.  The exposition is clear and systematic, with a great deal of introductory material included.  Different models ...

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