Estimations and tests in change-point models:

"This 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 variable...

Ausführliche Beschreibung

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Bibliographische Detailangaben
1. Verfasser: Pons, Odile (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific Publishing Company Pte Limited 2018
Schlagworte:
Online-Zugang:UBY01
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Zusammenfassung:"This 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."--Publisher's website
Beschreibung:Includes bibliographical references (pages 289-291) and index
Beschreibung:1 online resource (305 pages) illustrations
ISBN:9789813231771
9789813231788

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