Articoli correlati a Estimations and Tests in Change-point Models

Estimations and Tests in Change-point Models - Rilegato

Pons Odile

 
9789813231764: Estimations and Tests in Change-point Models
Rilegato
ISBN 10: 9813231769 ISBN 13: 9789813231764
Casa editrice: World Scientific Pub Co Inc, 2018

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
World Scientific Pub Co Inc
Data di pubblicazione
2018
Lingua
Inglese
ISBN 10 
9813231769
ISBN 13 
9789813231764
Rilegatura
Copertina rigida
Numero di pagine
304
Contatto del produttore
non disponibile
Persona responsabile
gpsr@libri.de
gpsr@libri.de

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