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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore
World Scientific Publishing Company Pte Limited
2018
|
| Subjects: | |
| Online Access: | UBY01 Volltext |
| Summary: | "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 |
| Item Description: | Includes bibliographical references (pages 289-291) and index |
| Physical Description: | 1 online resource (305 pages) illustrations |
| ISBN: | 9789813231771 9789813231788 |
Staff View
MARC
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| id | DE-604.BV046809937 |
| illustrated | Illustrated |
| index_date | 2024-07-03T14:58:41Z |
| indexdate | 2024-07-10T08:54:27Z |
| institution | BVB |
| isbn | 9789813231771 9789813231788 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032218523 |
| oclc_num | 1045076670 |
| open_access_boolean | |
| owner | DE-706 |
| owner_facet | DE-706 |
| physical | 1 online resource (305 pages) illustrations |
| psigel | ZDB-124-WOP |
| publishDate | 2018 |
| publishDateSearch | 2018 |
| publishDateSort | 2018 |
| publisher | World Scientific Publishing Company Pte Limited |
| record_format | marc |
| spelling | Pons, Odile aut Estimations and tests in change-point models Odile Pons Singapore World Scientific Publishing Company Pte Limited 2018 1 online resource (305 pages) illustrations txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (pages 289-291) and index "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 Change-point problems Mathematical statistics Mathematical analysis Electronic books Erscheint auch als Druck-Ausgabe 9789813231764 http://www.worldscientific.com/worldscibooks/10.1142/10757 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Pons, Odile Estimations and tests in change-point models Change-point problems Mathematical statistics Mathematical analysis Electronic books |
| title | Estimations and tests in change-point models |
| title_auth | Estimations and tests in change-point models |
| title_exact_search | Estimations and tests in change-point models |
| title_exact_search_txtP | Estimations and tests in change-point models |
| title_full | Estimations and tests in change-point models Odile Pons |
| title_fullStr | Estimations and tests in change-point models Odile Pons |
| title_full_unstemmed | Estimations and tests in change-point models Odile Pons |
| title_short | Estimations and tests in change-point models |
| title_sort | estimations and tests in change point models |
| topic | Change-point problems Mathematical statistics Mathematical analysis Electronic books |
| topic_facet | Change-point problems Mathematical statistics Mathematical analysis Electronic books |
| url | http://www.worldscientific.com/worldscibooks/10.1142/10757 |
| work_keys_str_mv | AT ponsodile estimationsandtestsinchangepointmodels |