Pons, Odile (french National Inst For Agronomical Research, France) Estimations and tests in change-point models 9789813231764

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Автор: Pons, Odile (french National Inst For Agronomical Research, France)
Название: Estimations and tests in change-point models
ISBN: 9789813231764
Издательство: World Scientific Publishing
Классификация:

Вероятность и статистика

ISBN-10: 9813231769
Обложка/Формат: Hardcover
Страницы: 304
Вес: 0.58 кг.
Дата издания: 15.08.2018
Язык: English
Размер: 159 x 235 x 22
Читательская аудитория: Tertiary education (us: college)
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Поставляется из: Англии
Описание: This is a solid mathematical treatment of some topics in the analysis of change-point models. The book is intended for graduate students and scientific researchers using statistics in practice.zbMATHThis book provides a detailed exposition of the specific properties of methods of estimation and test in a wide range of models with changes. They include parametric and nonparametric models for samples, series, point processes and diffusion processes, with changes at the threshold of variables or at a time or an index of sampling.The book contains many new results and fills a gap in statistics literature, where the asymptotic properties of the estimators and test statistics in singular models are not sufficiently developed. It is suitable for graduate students and scientific researchers working in the industry, governmental laboratories and academia.

Estimations and tests in change-point models, Pons, Odile (french National Inst For Agronomical Research, France)